+136.7%
EWJ vs ROP
+135.7%
+1.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | -1.5% | -8.0% | +6.5% | +1.1% |
| 30D | +0.2% | -2.7% | +2.9% | +0.9% |
| 3M | +8.6% | +16.6% | -8.0% | +2.4% |
| 6M | +12.1% | +10.4% | +1.8% | +7.3% |
| YTD | +20.1% | -12.1% | +32.2% | +24.1% |
| 1Y | +25.2% | -23.6% | +48.8% | +36.1% |
| 3Y | +70.8% | -19.3% | +90.1% | +80.6% |
| 5Y | +49.2% | -15.4% | +64.5% | +53.1% |
| All | +136.7% | +135.7% | +1.0% | +68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 10y: compounded portfolio wealth divided by compounded ROP 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…
10y analysis · Full analysis span regression · 6 months rolling