-72.4%
RIG vs EWJ
+153.3%
-225.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.2% |
| 7D | -8.2% | +1.0% | -9.2% | -8.9% |
| 30D | -0.2% | +1.0% | -1.2% | -1.0% |
| 3M | -2.7% | +7.2% | -10.0% | -8.3% |
| 6M | -7.5% | +13.9% | -21.3% | -17.2% |
| YTD | +38.3% | +20.8% | +17.5% | +19.0% |
| 1Y | +81.8% | +26.4% | +55.5% | +51.7% |
| 3Y | -30.2% | +71.8% | -102.0% | -52.9% |
| 5Y | +59.9% | +49.9% | +10.1% | +20.2% |
| 10Y | -41.9% | +140.0% | -181.9% | -64.6% |
| All | -72.4% | +153.3% | -225.7% | -87.2% |
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 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