-23.5%
RCL vs EWJ
+26.8%
-50.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.0% |
| 7D | -2.2% | +1.0% | -3.2% | -3.0% |
| 30D | -15.7% | +1.0% | -16.7% | -16.4% |
| 3M | -8.0% | +7.2% | -15.2% | -13.8% |
| 6M | -10.1% | +13.9% | -24.0% | -20.2% |
| YTD | -5.9% | +20.8% | -26.7% | -19.8% |
| 1Y | -23.5% | +26.4% | -49.9% | -36.1% |
| All | -23.5% | +26.8% | -50.2% | -36.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling