+3,353.3%
RCL vs EWJ
+156.6%
+3,196.6%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.5% |
| 7D | -5.1% | +2.5% | -7.6% | -7.1% |
| 30D | -19.0% | +3.3% | -22.3% | -21.3% |
| 3M | -9.6% | +5.0% | -14.6% | -13.7% |
| 6M | -6.7% | +11.5% | -18.2% | -15.1% |
| YTD | -3.9% | +22.4% | -26.3% | -19.4% |
| 1Y | -25.1% | +30.2% | -55.3% | -40.6% |
| 3Y | +179.1% | +72.8% | +106.3% | +75.3% |
| 5Y | +243.3% | +54.1% | +189.2% | +142.9% |
| 10Y | +325.8% | +140.6% | +185.2% | +134.8% |
| All | +3,353.3% | +156.6% | +3,196.6% | +1,471.3% |
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 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