+929.0%
EWY vs RRC
+4,639.4%
-3,710.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.9% | -1.5% |
| 7D | +10.4% | +2.5% | +7.9% | +9.9% |
| 30D | -12.7% | +21.1% | -33.9% | -16.0% |
| 3M | -17.3% | +28.4% | -45.7% | -21.5% |
| 6M | -18.6% | +26.5% | -45.0% | -22.8% |
| YTD | +49.5% | +47.0% | +2.5% | +37.3% |
| 1Y | +55.0% | +35.2% | +19.8% | +44.4% |
| 3Y | +159.0% | +61.0% | +98.0% | +129.6% |
| 5Y | +102.5% | +133.6% | -31.1% | +58.7% |
| 10Y | +232.2% | +72.1% | +160.1% | +133.0% |
| All | +929.0% | +4,639.4% | -3,710.4% | +508.3% |
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