+155.6%
EWJ vs ROP
+4,334.8%
-4,179.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.6% | +4.0% | +1.5% |
| 7D | +2.5% | -4.4% | +7.0% | +3.9% |
| 30D | +3.3% | +3.2% | 0.0% | +2.2% |
| 3M | +5.0% | +23.1% | -18.1% | -2.1% |
| 6M | +11.5% | +13.3% | -1.8% | +6.2% |
| YTD | +22.4% | -7.9% | +30.2% | +23.5% |
| 1Y | +30.2% | -22.1% | +52.3% | +38.2% |
| 3Y | +72.8% | -16.8% | +89.6% | +78.9% |
| 5Y | +54.1% | -13.5% | +67.7% | +56.3% |
| 10Y | +140.6% | +137.7% | +2.9% | +75.2% |
| All | +155.6% | +4,334.8% | -4,179.2% | -0.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling