+164.3%
EWY vs RRX
+14.9%
+149.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.2% | +4.4% | +4.5% |
| 7D | +4.8% | +3.4% | +1.4% | +2.9% |
| 30D | +11.7% | -11.1% | +22.8% | +19.0% |
| 3M | -7.4% | -23.7% | +16.3% | +7.1% |
| 6M | +40.6% | -22.0% | +62.5% | +57.7% |
| YTD | +94.3% | +16.5% | +77.8% | +100.5% |
| 1Y | +164.3% | +11.5% | +152.8% | +175.9% |
| All | +164.3% | +14.9% | +149.4% | +175.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 1y: compounded portfolio wealth divided by compounded RRX 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…
1y analysis · Full analysis span regression · 6 months rolling