+346.7%
EWZ vs RRC
+2,382.4%
-2,035.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.7% | +2.1% | -0.6% |
| 7D | -4.2% | -6.9% | +2.7% | -2.5% |
| 30D | -26.1% | +25.4% | -51.6% | -31.5% |
| 3M | -12.0% | +31.9% | -44.0% | -19.7% |
| 6M | -19.3% | +17.2% | -36.5% | -24.3% |
| YTD | +0.9% | +43.4% | -42.5% | -10.8% |
| 1Y | +3.4% | +36.7% | -33.3% | -7.7% |
| 3Y | +18.6% | +38.8% | -20.2% | +2.7% |
| 5Y | +56.6% | +118.3% | -61.7% | +11.1% |
| 10Y | +50.3% | +67.7% | -17.4% | -10.4% |
| All | +346.7% | +2,382.4% | -2,035.7% | +79.4% |
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