+1.9%
EWZ vs RSG
-3.1%
+5.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -1.0% |
| 7D | +6.5% | +0.3% | +6.2% | +6.6% |
| 30D | +4.8% | +7.6% | -2.7% | +7.0% |
| 3M | +9.9% | +7.4% | +2.5% | +11.8% |
| 6M | +1.9% | -3.3% | +5.2% | +0.2% |
| All | +1.9% | -3.1% | +5.0% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 6mo: compounded portfolio wealth divided by compounded RSG 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…
6mo analysis · Full analysis span regression · 6 months rolling