+43.6%
EWZ vs RRC
+59.4%
-15.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.6% | +1.1% |
| 7D | -1.5% | -10.8% | +9.3% | +0.2% |
| 30D | -24.5% | +22.3% | -46.8% | -27.6% |
| 3M | -10.7% | +26.6% | -37.3% | -14.9% |
| 6M | -19.1% | +18.9% | -38.0% | -22.3% |
| YTD | +1.6% | +39.2% | -37.6% | -5.3% |
| 1Y | +4.3% | +34.0% | -29.7% | -2.3% |
| 3Y | +19.0% | +42.0% | -23.1% | +8.7% |
| 5Y | +57.7% | +111.9% | -54.2% | +29.3% |
| All | +43.6% | +59.4% | -15.8% | -4.1% |
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