+152.2%
EWJ vs RRX
+1,273.1%
-1,120.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.3% |
| 7D | +1.0% | -0.7% | +1.7% | +1.2% |
| 30D | +1.0% | -8.0% | +9.0% | +3.1% |
| 3M | +7.2% | -25.1% | +32.3% | +14.5% |
| 6M | +13.9% | -18.3% | +32.2% | +18.0% |
| YTD | +20.8% | +14.2% | +6.6% | +13.8% |
| 1Y | +26.4% | +13.0% | +13.3% | +18.8% |
| 3Y | +71.8% | +4.2% | +67.6% | +58.2% |
| 5Y | +49.9% | +17.9% | +32.0% | +30.1% |
| 10Y | +140.0% | +220.4% | -80.5% | +51.0% |
| All | +152.2% | +1,273.1% | -1,120.9% | +10.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling