+158.9%
EWJ vs RNG
+309.1%
-150.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.4% | +4.0% | +0.1% |
| 7D | +2.9% | -0.8% | +3.7% | +2.9% |
| 30D | +1.1% | +11.4% | -10.3% | 0.0% |
| 3M | +7.1% | +72.1% | -65.0% | +1.0% |
| 6M | +16.2% | +67.9% | -51.7% | +9.1% |
| YTD | +22.0% | +144.3% | -122.4% | +9.2% |
| 1Y | +26.2% | +117.5% | -91.3% | +14.1% |
| 3Y | +73.5% | +123.9% | -50.4% | +52.9% |
| 5Y | +52.7% | -70.1% | +122.8% | +56.8% |
| 10Y | +138.5% | +215.9% | -77.4% | +78.1% |
| All | +158.9% | +309.1% | -150.2% | +84.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling