+141.9%
EWJ vs RRX
+228.4%
-86.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.7% | -1.5% | +1.3% |
| 7D | +0.3% | -0.3% | +0.6% | +0.4% |
| 30D | +0.8% | -6.1% | +6.9% | +2.3% |
| 3M | +7.5% | -23.1% | +30.6% | +13.8% |
| 6M | +15.6% | -19.5% | +35.1% | +20.0% |
| YTD | +22.7% | +16.1% | +6.7% | +15.3% |
| 1Y | +26.4% | +12.9% | +13.5% | +19.0% |
| 3Y | +72.5% | +7.9% | +64.6% | +58.0% |
| 5Y | +52.4% | +19.1% | +33.3% | +31.8% |
| All | +141.9% | +228.4% | -86.5% | +52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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