+65.5%
EWZ vs RRC
+70.0%
-4.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.8% | -6.2% | -2.1% |
| 7D | +1.3% | -5.2% | +6.5% | +2.1% |
| 30D | -26.2% | +25.2% | -51.4% | -29.4% |
| 3M | -8.6% | +27.4% | -36.0% | -13.0% |
| 6M | -17.0% | +27.0% | -44.0% | -21.2% |
| YTD | +2.2% | +46.3% | -44.1% | -5.5% |
| 1Y | +2.7% | +37.1% | -34.4% | -4.2% |
| 3Y | +18.2% | +60.2% | -42.0% | +6.0% |
| 5Y | +56.0% | +136.6% | -80.6% | +25.7% |
| All | +65.5% | +70.0% | -4.5% | +10.2% |
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