+34.7%
EWZ vs RRX
+12.4%
+22.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -0.9% |
| 7D | -0.1% | -0.7% | +0.7% | +0.1% |
| 30D | +8.2% | -8.0% | +16.1% | +9.8% |
| 3M | +13.3% | -25.1% | +38.4% | +18.2% |
| 6M | +3.6% | -18.3% | +21.9% | +5.2% |
| YTD | +21.0% | +14.2% | +6.8% | +18.0% |
| 1Y | +34.7% | +13.0% | +21.6% | +31.2% |
| All | +34.7% | +12.4% | +22.2% | +31.2% |
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