+8.1%
EWZ vs RRX
+30.0%
-21.9%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.6% | +5.3% | +2.2% |
| 7D | -4.1% | +7.6% | -11.7% | -5.4% |
| 30D | -25.0% | +7.5% | -32.5% | -26.0% |
| 3M | -10.6% | -21.0% | +10.4% | -7.2% |
| 6M | -16.6% | -18.1% | +1.5% | -14.8% |
| YTD | +2.5% | +24.3% | -21.8% | +0.6% |
| 1Y | +8.1% | +29.3% | -21.2% | +5.9% |
| All | +8.1% | +30.0% | -21.9% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 1y: compounded portfolio wealth divided by compounded RRX 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…
1y analysis · Full analysis span regression · 6 months rolling