+56.6%
EWZ vs RL
+232.3%
-175.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.3% | +5.8% | -0.1% |
| 7D | -4.2% | -4.7% | +0.5% | -3.3% |
| 30D | -26.1% | +3.6% | -29.7% | -26.8% |
| 3M | -12.0% | +0.5% | -12.6% | -12.5% |
| 6M | -19.3% | +6.6% | -25.9% | -20.9% |
| YTD | +0.9% | +8.8% | -7.9% | -1.8% |
| 1Y | +3.4% | +21.8% | -18.4% | -1.7% |
| 3Y | +18.6% | +245.8% | -227.2% | -12.9% |
| 5Y | +56.6% | +230.0% | -173.4% | +13.0% |
| All | +56.6% | +232.3% | -175.7% | +13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling