+173.5%
RCL vs EWJ
+70.3%
+103.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -0.9% |
| 7D | -2.2% | +1.0% | -3.2% | -3.1% |
| 30D | -15.7% | +1.0% | -16.7% | -16.5% |
| 3M | -8.0% | +7.2% | -15.2% | -14.6% |
| 6M | -10.1% | +13.9% | -24.0% | -21.1% |
| YTD | -5.9% | +20.8% | -26.7% | -22.6% |
| 1Y | -23.5% | +26.4% | -49.9% | -40.1% |
| All | +173.5% | +70.3% | +103.2% | +54.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling