+172.5%
EWJ vs RL
+1,366.2%
-1,193.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | -0.1% |
| 7D | +2.5% | -0.8% | +3.3% | +2.7% |
| 30D | +3.3% | -7.8% | +11.0% | +5.0% |
| 3M | +5.0% | -4.0% | +9.0% | +5.7% |
| 6M | +11.5% | -1.9% | +13.4% | +11.3% |
| YTD | +22.4% | -0.2% | +22.6% | +21.5% |
| 1Y | +30.2% | +10.7% | +19.5% | +26.1% |
| 3Y | +72.8% | +210.8% | -137.9% | +31.1% |
| 5Y | +54.1% | +238.2% | -184.1% | +11.9% |
| 10Y | +140.6% | +313.4% | -172.8% | +55.5% |
| All | +172.5% | +1,366.2% | -1,193.6% | +14.6% |
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 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