+153.7%
EWJ vs RL
+1,536.1%
-1,382.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | +3.6% | +2.4% | +1.3% | +3.1% |
| 30D | -6.0% | +4.6% | -10.6% | -7.0% |
| 3M | -6.5% | -1.1% | -5.3% | -6.4% |
| 6M | -0.1% | +16.5% | -16.6% | -3.9% |
| YTD | +13.9% | +11.4% | +2.5% | +10.3% |
| 1Y | +13.1% | +16.1% | -3.0% | +8.5% |
| 3Y | +65.0% | +252.6% | -187.6% | +21.8% |
| 5Y | +47.0% | +244.9% | -197.9% | +6.5% |
| 10Y | +125.5% | +342.4% | -216.9% | +43.6% |
| All | +153.7% | +1,536.1% | -1,382.5% | +4.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling