+68.8%
EWJ vs RNG
+120.1%
-51.3%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | -1.5% | -9.6% | +8.1% | -0.8% |
| 30D | +0.2% | +8.8% | -8.6% | -0.4% |
| 3M | +8.6% | +78.6% | -70.0% | +3.8% |
| 6M | +12.1% | +70.3% | -58.1% | +7.0% |
| YTD | +20.1% | +140.3% | -120.2% | +9.5% |
| 1Y | +25.2% | +126.6% | -101.4% | +14.7% |
| All | +68.8% | +120.1% | -51.3% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 3y: compounded portfolio wealth divided by compounded RNG 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…
3y analysis · Full analysis span regression · 6 months rolling