+21.2%
EWZ vs RNG
+320.7%
-299.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.6% | +1.0% |
| 7D | -1.5% | -11.3% | +9.9% | -0.2% |
| 30D | -24.5% | -5.7% | -18.8% | -24.2% |
| 3M | -10.7% | +16.8% | -27.5% | -12.5% |
| 6M | -19.1% | +58.5% | -77.5% | -24.1% |
| YTD | +1.6% | +151.3% | -149.7% | -11.0% |
| 1Y | +4.3% | +169.0% | -164.7% | -9.5% |
| 3Y | +19.0% | +156.9% | -138.0% | +1.3% |
| 5Y | +57.7% | -69.0% | +126.7% | +68.6% |
| 10Y | +51.3% | +262.0% | -210.7% | +8.3% |
| All | +21.2% | +320.7% | -299.6% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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