+910.6%
EWY vs RRC
+4,673.5%
-3,762.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -1.9% |
| 7D | +4.2% | +6.4% | -2.2% | +3.0% |
| 30D | -10.7% | +23.9% | -34.5% | -14.4% |
| 3M | -20.1% | +30.2% | -50.2% | -24.3% |
| 6M | -24.3% | +26.3% | -50.6% | -28.2% |
| YTD | +46.9% | +48.1% | -1.2% | +34.7% |
| 1Y | +55.2% | +37.7% | +17.5% | +44.1% |
| 3Y | +157.0% | +60.3% | +96.7% | +128.0% |
| 5Y | +98.9% | +135.3% | -36.4% | +55.7% |
| 10Y | +226.3% | +73.3% | +153.0% | +128.5% |
| All | +910.6% | +4,673.5% | -3,762.9% | +496.6% |
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