+55.2%
EWY vs RRC
+36.3%
+18.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -1.7% |
| 7D | +4.2% | +6.4% | -2.2% | +4.8% |
| 30D | -10.7% | +23.9% | -34.5% | -7.1% |
| 3M | -20.1% | +30.2% | -50.2% | -15.9% |
| 6M | -24.3% | +26.3% | -50.6% | -19.6% |
| YTD | +46.9% | +48.1% | -1.2% | +50.9% |
| 1Y | +55.2% | +37.7% | +17.5% | +60.0% |
| All | +55.2% | +36.3% | +18.9% | +60.0% |
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