+4,117.8%
RCL vs EWJ
+138.9%
+3,979.0%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.7% | -3.2% | -3.3% |
| 7D | -0.2% | +3.6% | -3.9% | -3.3% |
| 30D | +14.4% | -6.0% | +20.4% | +20.4% |
| 3M | +5.2% | -6.5% | +11.6% | +11.0% |
| 6M | +26.1% | -0.1% | +26.2% | +25.3% |
| YTD | +17.4% | +13.9% | +3.4% | +4.4% |
| 1Y | +24.7% | +13.1% | +11.6% | +11.5% |
| 3Y | +250.9% | +65.0% | +185.9% | +128.7% |
| 5Y | +293.8% | +47.0% | +246.8% | +190.1% |
| 10Y | +342.4% | +125.5% | +216.9% | +157.6% |
| All | +4,117.8% | +138.9% | +3,979.0% | +1,935.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling