+432.5%
EWZ vs RRC
+1,972.4%
-1,539.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | +6.5% | +1.3% | +5.2% | +6.1% |
| 30D | +4.8% | +10.1% | -5.3% | +2.2% |
| 3M | +9.9% | +4.0% | +5.9% | +8.4% |
| 6M | +1.9% | +1.6% | +0.4% | +0.7% |
| YTD | +20.3% | +19.7% | +0.6% | +13.5% |
| 1Y | +35.6% | +21.4% | +14.2% | +26.7% |
| 3Y | +43.4% | +29.7% | +13.8% | +28.3% |
| 5Y | +55.9% | +153.9% | -97.9% | +6.6% |
| 10Y | +84.2% | +10.8% | +73.3% | +26.6% |
| All | +432.5% | +1,972.4% | -1,539.8% | +128.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling