+52.3%
EWZ vs RRC
+135.4%
-83.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.8% |
| 7D | +0.6% | -0.5% | +1.0% | +0.6% |
| 30D | -25.5% | +25.2% | -50.7% | -27.9% |
| 3M | -4.5% | +27.8% | -32.4% | -8.0% |
| 6M | -15.3% | +27.2% | -42.5% | -18.5% |
| YTD | +3.1% | +48.2% | -45.1% | -3.5% |
| 1Y | +1.2% | +34.7% | -33.5% | -4.0% |
| 3Y | +19.3% | +62.2% | -43.0% | +8.4% |
| 5Y | +52.3% | +130.9% | -78.6% | +34.3% |
| All | +52.3% | +135.4% | -83.2% | +34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling