+238.8%
RCL vs EWJ
+51.7%
+187.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | +0.1% |
| 7D | -0.5% | +2.9% | -3.3% | -3.7% |
| 30D | -17.3% | +1.1% | -18.4% | -18.5% |
| 3M | -2.8% | +7.1% | -9.9% | -11.1% |
| 6M | -4.4% | +16.2% | -20.6% | -20.3% |
| YTD | -4.2% | +22.0% | -26.2% | -25.4% |
| 1Y | -23.4% | +26.2% | -49.6% | -43.1% |
| 3Y | +179.4% | +73.5% | +105.9% | +33.0% |
| 5Y | +238.8% | +52.7% | +186.1% | +78.9% |
| All | +238.8% | +51.7% | +187.0% | +78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling