+1,250.3%
EWY vs RRX
+1,285.3%
-35.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +1.6% |
| 7D | +6.7% | -0.7% | +7.4% | +7.0% |
| 30D | +17.0% | -8.0% | +24.9% | +21.1% |
| 3M | +3.7% | -25.1% | +28.7% | +17.4% |
| 6M | +42.5% | -18.3% | +60.8% | +55.7% |
| YTD | +96.2% | +14.2% | +82.1% | +84.6% |
| 1Y | +160.4% | +13.0% | +147.3% | +143.5% |
| 3Y | +231.7% | +4.2% | +227.5% | +197.9% |
| 5Y | +153.3% | +17.9% | +135.4% | +105.5% |
| 10Y | +308.8% | +220.4% | +88.4% | +91.7% |
| All | +1,250.3% | +1,285.3% | -35.0% | +226.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling