+164.3%
EWY vs RNG
+144.7%
+19.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.9% | +8.5% | +4.5% |
| 7D | +4.8% | +5.8% | -1.0% | +4.9% |
| 30D | +11.7% | +19.6% | -8.0% | +12.1% |
| 3M | -7.4% | +67.0% | -74.4% | -5.8% |
| 6M | +40.6% | +88.4% | -47.8% | +41.0% |
| YTD | +94.3% | +155.5% | -61.2% | +89.2% |
| 1Y | +164.3% | +141.7% | +22.6% | +158.1% |
| All | +164.3% | +144.7% | +19.6% | +158.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RNG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling