-15.2%
RDW vs EWJ
+11.6%
-26.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.8% | -6.0% | -13.9% | -6.9% |
| 7D | -32.4% | -7.0% | -25.4% | -19.6% |
| 30D | -41.7% | -11.1% | -30.6% | -23.7% |
| 3M | -42.3% | -7.3% | -35.0% | -30.7% |
| 6M | -28.8% | -0.6% | -28.2% | -23.7% |
| YTD | -18.6% | +9.9% | -28.5% | -34.4% |
| 1Y | -15.2% | +11.2% | -26.4% | -33.1% |
| All | -15.2% | +11.6% | -26.8% | -33.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling