+1,244.2%
EWY vs RRC
+3,748.8%
-2,504.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.8% | +0.6% |
| 7D | +8.0% | -1.2% | +9.2% | +8.3% |
| 30D | +14.3% | +9.4% | +4.9% | +12.3% |
| 3M | +2.3% | +7.4% | -5.1% | +0.4% |
| 6M | +49.9% | +1.5% | +48.4% | +48.2% |
| YTD | +95.3% | +19.4% | +75.9% | +87.3% |
| 1Y | +161.7% | +24.2% | +137.5% | +148.3% |
| 3Y | +230.2% | +32.8% | +197.4% | +203.7% |
| 5Y | +148.1% | +152.9% | -4.8% | +91.0% |
| 10Y | +293.2% | +3.9% | +289.3% | +208.4% |
| All | +1,244.2% | +3,748.8% | -2,504.6% | +729.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling