+303.5%
EWY vs RNG
+222.9%
+80.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.4% | +3.3% |
| 7D | -0.1% | -6.1% | +6.0% | +0.7% |
| 30D | +7.3% | +9.6% | -2.3% | +6.0% |
| 3M | -5.1% | +83.3% | -88.5% | -13.3% |
| 6M | +42.1% | +77.9% | -35.9% | +29.5% |
| YTD | +94.1% | +139.9% | -45.8% | +67.6% |
| 1Y | +147.8% | +121.7% | +26.2% | +115.9% |
| 3Y | +222.9% | +121.9% | +101.1% | +172.9% |
| 5Y | +150.6% | -68.4% | +219.0% | +159.4% |
| All | +303.5% | +222.9% | +80.6% | +189.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling