+65.6%
EWJ vs RRC
+60.0%
+5.7%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.3% |
| 7D | +4.0% | +6.4% | -2.4% | +3.4% |
| 30D | -4.3% | +23.9% | -28.1% | -6.2% |
| 3M | -6.8% | +30.2% | -37.0% | -9.2% |
| 6M | -0.9% | +26.3% | -27.1% | -3.2% |
| YTD | +14.3% | +48.1% | -33.8% | +8.3% |
| 1Y | +15.3% | +37.7% | -22.4% | +10.5% |
| 3Y | +65.6% | +60.3% | +5.3% | +53.1% |
| All | +65.6% | +60.0% | +5.7% | +53.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling