+50.4%
EWZ vs RRX
+4.1%
+46.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.4% | +1.9% |
| 7D | +5.6% | +4.3% | +1.3% | +4.9% |
| 30D | +9.3% | -8.0% | +17.3% | +10.7% |
| 3M | +15.7% | -22.0% | +37.7% | +19.5% |
| 6M | +7.4% | -11.9% | +19.3% | +8.4% |
| YTD | +22.7% | +17.1% | +5.6% | +18.6% |
| 1Y | +36.4% | +14.9% | +21.5% | +31.8% |
| 3Y | +50.4% | +6.9% | +43.5% | +54.5% |
| All | +50.4% | +4.1% | +46.3% | +54.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling