+432.5%
EWZ vs RL
+2,610.8%
-2,178.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -1.4% |
| 7D | +6.5% | -0.8% | +7.3% | +6.7% |
| 30D | +4.8% | -7.8% | +12.6% | +7.7% |
| 3M | +9.9% | -4.0% | +13.9% | +10.9% |
| 6M | +1.9% | -1.9% | +3.8% | +1.4% |
| YTD | +20.3% | -0.2% | +20.5% | +18.6% |
| 1Y | +35.6% | +10.7% | +24.9% | +28.1% |
| 3Y | +43.4% | +210.8% | -167.3% | -12.8% |
| 5Y | +55.9% | +238.2% | -182.3% | -13.0% |
| 10Y | +84.2% | +313.4% | -229.2% | -14.1% |
| All | +432.5% | +2,610.8% | -2,178.3% | +33.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling