+331.2%
RCL vs EWJ
+139.2%
+192.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.5% |
| 7D | -2.5% | -1.5% | -1.0% | -0.4% |
| 30D | -15.7% | +0.2% | -15.8% | -16.1% |
| 3M | -3.6% | +8.6% | -12.2% | -15.8% |
| 6M | -8.7% | +12.1% | -20.8% | -23.7% |
| YTD | -6.2% | +20.1% | -26.3% | -30.1% |
| 1Y | -22.9% | +25.2% | -48.0% | -46.6% |
| 3Y | +173.6% | +70.8% | +102.8% | +11.4% |
| 5Y | +226.6% | +49.2% | +177.4% | +71.3% |
| All | +331.2% | +139.2% | +192.0% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded EWJ 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling