+153.3%
EWY vs RRC
+154.4%
-1.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.5% |
| 7D | +6.7% | -1.7% | +8.4% | +6.9% |
| 30D | +17.0% | +3.6% | +13.4% | +16.4% |
| 3M | +3.7% | +8.8% | -5.2% | +2.3% |
| 6M | +42.5% | +0.8% | +41.7% | +41.7% |
| YTD | +96.2% | +19.0% | +77.3% | +90.5% |
| 1Y | +160.4% | +22.9% | +137.4% | +151.0% |
| 3Y | +231.7% | +32.3% | +199.4% | +212.9% |
| 5Y | +153.3% | +151.6% | +1.7% | +112.8% |
| All | +153.3% | +154.4% | -1.1% | +112.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling