+212.8%
RDDT vs EWJ
+47.9%
+164.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.6% | -0.7% |
| 7D | +2.1% | +0.3% | +1.9% | +1.8% |
| 30D | +2.8% | +0.8% | +2.0% | +2.1% |
| 3M | -8.9% | +7.5% | -16.4% | -15.1% |
| 6M | +15.1% | +15.6% | -0.5% | -0.6% |
| YTD | -31.4% | +22.7% | -54.1% | -45.8% |
| 1Y | -39.4% | +26.4% | -65.9% | -53.9% |
| All | +212.8% | +47.9% | +164.9% | +67.9% |
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 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