+290.8%
EWY vs RRC
+6.5%
+284.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.3% | -4.5% | -4.2% |
| 7D | +1.2% | -1.2% | +2.4% | +1.3% |
| 30D | +9.3% | +3.0% | +6.3% | +8.9% |
| 3M | +2.4% | +7.3% | -4.9% | +1.4% |
| 6M | +40.3% | +3.6% | +36.7% | +39.1% |
| YTD | +88.0% | +19.4% | +68.6% | +83.4% |
| 1Y | +143.8% | +21.4% | +122.4% | +137.0% |
| 3Y | +217.8% | +32.8% | +185.0% | +203.1% |
| 5Y | +142.7% | +152.0% | -9.2% | +111.4% |
| All | +290.8% | +6.5% | +284.3% | +218.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling