+62.4%
EWY vs RRC
+44.7%
+17.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.5% | +1.6% | -2.3% |
| 7D | -8.3% | -6.8% | -1.5% | -9.1% |
| 30D | -20.5% | +34.7% | -55.3% | -16.3% |
| 3M | -11.1% | +31.5% | -42.6% | -6.4% |
| 6M | -7.0% | +21.8% | -28.8% | -1.1% |
| YTD | +56.5% | +48.9% | +7.6% | +60.9% |
| 1Y | +62.4% | +42.1% | +20.3% | +66.6% |
| All | +62.4% | +44.7% | +17.8% | +66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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