+161.6%
EWY vs RRC
+58.8%
+102.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.9% | -1.6% |
| 7D | +10.4% | +2.5% | +7.9% | +10.1% |
| 30D | -12.7% | +21.1% | -33.9% | -14.2% |
| 3M | -17.3% | +28.4% | -45.7% | -19.4% |
| 6M | -18.6% | +26.5% | -45.0% | -20.5% |
| YTD | +49.5% | +47.0% | +2.5% | +40.9% |
| 1Y | +55.0% | +35.2% | +19.8% | +48.2% |
| All | +161.6% | +58.8% | +102.8% | +137.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling