+289.5%
EWY vs RNG
+305.9%
-16.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.2% | +0.5% |
| 7D | +6.7% | -4.1% | +10.7% | +7.1% |
| 30D | +17.0% | +8.6% | +8.3% | +15.6% |
| 3M | +3.7% | +78.0% | -74.3% | -4.7% |
| 6M | +42.5% | +67.0% | -24.5% | +31.3% |
| YTD | +96.2% | +142.4% | -46.2% | +70.1% |
| 1Y | +160.4% | +120.4% | +39.9% | +128.0% |
| 3Y | +231.7% | +122.1% | +109.6% | +182.1% |
| 5Y | +153.3% | -69.8% | +223.1% | +161.9% |
| 10Y | +308.8% | +223.4% | +85.4% | +202.6% |
| All | +289.5% | +305.9% | -16.3% | +179.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling