+222.9%
EWY vs RRX
+5.4%
+217.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.7% | -0.4% | +1.9% |
| 7D | -0.1% | -0.3% | +0.3% | +0.1% |
| 30D | +7.3% | -6.1% | +13.4% | +9.7% |
| 3M | -5.1% | -23.1% | +17.9% | +4.1% |
| 6M | +42.1% | -19.5% | +61.6% | +54.0% |
| YTD | +94.1% | +16.1% | +78.0% | +93.5% |
| 1Y | +147.8% | +12.9% | +134.9% | +147.5% |
| 3Y | +222.9% | +7.9% | +215.0% | +241.9% |
| All | +222.9% | +5.4% | +217.6% | +241.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling