+72.5%
EWJ vs RRX
+5.4%
+67.2%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.7% | -1.5% | +1.4% |
| 7D | +0.3% | -0.3% | +0.6% | +0.3% |
| 30D | +0.8% | -6.1% | +6.9% | +2.1% |
| 3M | +7.5% | -23.1% | +30.6% | +12.6% |
| 6M | +15.6% | -19.5% | +35.1% | +19.1% |
| YTD | +22.7% | +16.1% | +6.7% | +17.3% |
| 1Y | +26.4% | +12.9% | +13.5% | +21.1% |
| 3Y | +72.5% | +7.9% | +64.6% | +70.5% |
| All | +72.5% | +5.4% | +67.2% | +70.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling