+52.7%
EWJ vs RL
+241.4%
-188.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.1% |
| 7D | +2.9% | +1.9% | +1.0% | +2.4% |
| 30D | +1.1% | -12.2% | +13.3% | +4.0% |
| 3M | +7.1% | -6.6% | +13.8% | +8.5% |
| 6M | +16.2% | +3.2% | +13.0% | +14.6% |
| YTD | +22.0% | -1.3% | +23.3% | +21.3% |
| 1Y | +26.2% | +13.6% | +12.6% | +21.4% |
| 3Y | +73.5% | +210.9% | -137.4% | +30.0% |
| 5Y | +52.7% | +246.9% | -194.2% | +9.5% |
| All | +52.7% | +241.4% | -188.7% | +9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling