+126.8%
EWJ vs RL
+345.8%
-219.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.2% |
| 7D | -1.9% | -4.4% | +2.5% | -0.9% |
| 30D | -5.3% | +5.6% | -10.9% | -6.4% |
| 3M | -4.3% | -0.6% | -3.7% | -4.3% |
| 6M | +0.4% | +15.5% | -15.1% | -3.0% |
| YTD | +14.7% | +12.3% | +2.4% | +11.1% |
| 1Y | +14.7% | +19.3% | -4.6% | +9.7% |
| 3Y | +66.2% | +255.5% | -189.4% | +25.4% |
| 5Y | +50.2% | +247.1% | -196.9% | +11.3% |
| All | +126.8% | +345.8% | -219.0% | +60.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling