+64.2%
EWZ vs RRC
+71.8%
-7.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.3% | -1.9% |
| 7D | +0.1% | +2.5% | -2.5% | -0.3% |
| 30D | -25.9% | +21.1% | -47.0% | -28.8% |
| 3M | -6.1% | +28.4% | -34.5% | -10.7% |
| 6M | -16.1% | +26.5% | -42.6% | -20.2% |
| YTD | +1.0% | +47.0% | -46.0% | -6.7% |
| 1Y | 0.0% | +35.2% | -35.2% | -6.5% |
| 3Y | +16.8% | +61.0% | -44.1% | +4.7% |
| 5Y | +52.1% | +133.6% | -81.5% | +22.8% |
| All | +64.2% | +71.8% | -7.6% | +10.6% |
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