+66.5%
EWZ vs RL
+337.1%
-270.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.5% | +1.7% |
| 7D | +0.8% | +2.6% | -1.8% | -0.1% |
| 30D | -24.4% | +2.9% | -27.3% | -25.4% |
| 3M | -4.6% | 0.0% | -4.6% | -5.2% |
| 6M | -11.6% | +17.1% | -28.7% | -16.8% |
| YTD | +2.4% | +10.1% | -7.7% | -2.3% |
| 1Y | +2.1% | +17.3% | -15.2% | -4.6% |
| 3Y | +18.7% | +249.3% | -230.6% | -25.9% |
| 5Y | +54.2% | +240.9% | -186.7% | -6.9% |
| All | +66.5% | +337.1% | -270.6% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling