+98.7%
EWJ vs RPRX
+57.8%
+40.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.3% | +4.9% | +0.4% |
| 7D | +2.9% | -2.8% | +5.7% | +3.3% |
| 30D | +1.1% | +7.2% | -6.1% | 0.0% |
| 3M | +7.1% | +10.9% | -3.8% | +5.3% |
| 6M | +16.2% | +34.6% | -18.4% | +10.8% |
| YTD | +22.0% | +59.0% | -37.0% | +13.5% |
| 1Y | +26.2% | +72.5% | -46.3% | +15.8% |
| 3Y | +73.5% | +124.1% | -50.6% | +52.2% |
| 5Y | +52.7% | +75.9% | -23.2% | +39.2% |
| All | +98.7% | +57.8% | +40.9% | +82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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