+143.8%
EWY vs RSP
+15.5%
+128.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.7% | -3.5% | -2.9% |
| 7D | +1.2% | -3.1% | +4.4% | +7.5% |
| 30D | +9.3% | -3.4% | +12.7% | +16.7% |
| 3M | +2.4% | +3.6% | -1.2% | -5.7% |
| 6M | +40.3% | +9.0% | +31.3% | +18.4% |
| YTD | +88.0% | +12.2% | +75.8% | +56.6% |
| 1Y | +143.8% | +15.6% | +128.3% | +99.3% |
| All | +143.8% | +15.5% | +128.4% | +99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RSP.
Daily Out/Under-Performance
Portfolio return minus RSP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSP 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 RSP 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