+4.3%
EWZ vs RL
+16.8%
-12.5%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +0.9% |
| 7D | -1.5% | -4.2% | +2.7% | -0.8% |
| 30D | -24.5% | +4.3% | -28.8% | -25.4% |
| 3M | -10.7% | -4.6% | -6.1% | -9.8% |
| 6M | -19.1% | +1.7% | -20.8% | -19.6% |
| YTD | +1.6% | +7.3% | -5.7% | -1.3% |
| 1Y | +4.3% | +20.8% | -16.5% | +2.2% |
| All | +4.3% | +16.8% | -12.5% | +2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling