-30.2%
RIG vs EWJ
+73.0%
-103.2%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.2% | -3.9% | -3.5% |
| 7D | -3.1% | +0.3% | -3.4% | -3.4% |
| 30D | -0.5% | +0.8% | -1.3% | -1.3% |
| 3M | -6.0% | +7.5% | -13.5% | -12.5% |
| 6M | -10.1% | +15.6% | -25.7% | -22.9% |
| YTD | +37.3% | +22.7% | +14.6% | +11.3% |
| 1Y | +73.9% | +26.4% | +47.5% | +36.9% |
| 3Y | -30.2% | +72.5% | -102.7% | -58.2% |
| All | -30.2% | +73.0% | -103.2% | -58.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling