-9.9%
RGTI vs EWJ
+16.2%
-26.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | -4.0% |
| 7D | +0.5% | +0.3% | +0.2% | -0.2% |
| 30D | -17.1% | +0.8% | -17.9% | -18.4% |
| 3M | -26.0% | +7.5% | -33.5% | -36.2% |
| 6M | -9.9% | +15.6% | -25.4% | -28.7% |
| All | -9.9% | +16.2% | -26.0% | -28.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling