+18.2%
EWJ vs RL
+34.3%
-16.2%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.5% | -3.1% | +0.4% |
| 7D | -1.2% | +5.8% | -7.0% | -2.4% |
| 30D | -5.5% | +12.7% | -18.2% | -8.0% |
| 3M | -0.8% | +9.3% | -10.1% | -3.0% |
| 6M | +7.1% | +16.9% | -9.8% | +3.1% |
| YTD | +16.9% | +17.5% | -0.6% | +10.6% |
| 1Y | +18.2% | +34.6% | -16.4% | +7.0% |
| All | +18.2% | +34.3% | -16.2% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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