+136.7%
EWJ vs RRC
+6.5%
+130.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | -1.5% | -1.2% | -0.3% | -1.4% |
| 30D | +0.2% | +3.0% | -2.8% | -0.1% |
| 3M | +8.6% | +7.3% | +1.3% | +7.9% |
| 6M | +12.1% | +3.6% | +8.6% | +11.6% |
| YTD | +20.1% | +19.4% | +0.7% | +18.1% |
| 1Y | +25.2% | +21.4% | +3.8% | +22.8% |
| 3Y | +70.8% | +32.8% | +38.0% | +65.5% |
| 5Y | +49.2% | +152.0% | -102.8% | +36.5% |
| All | +136.7% | +6.5% | +130.2% | +114.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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