+50.3%
EWZ vs RRC
+63.1%
-12.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.9% |
| 7D | +1.4% | -10.3% | +11.7% | +3.0% |
| 30D | -25.1% | +19.5% | -44.6% | -27.9% |
| 3M | -7.7% | +27.9% | -35.6% | -12.2% |
| 6M | -15.8% | +21.2% | -37.0% | -19.5% |
| YTD | +3.6% | +39.6% | -35.9% | -3.5% |
| 1Y | +5.5% | +31.3% | -25.8% | -0.9% |
| 3Y | +22.1% | +51.9% | -29.8% | +10.3% |
| 5Y | +58.3% | +110.2% | -51.8% | +29.9% |
| 10Y | +50.3% | +56.7% | -6.4% | +1.9% |
| All | +50.3% | +63.1% | -12.8% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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