-27.1%
RKT vs EWJ
+101.0%
-128.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -2.3% |
| 7D | -6.3% | +0.3% | -6.5% | -6.5% |
| 30D | -6.2% | +0.8% | -7.0% | -6.8% |
| 3M | -1.9% | +7.5% | -9.4% | -9.2% |
| 6M | -13.0% | +15.6% | -28.6% | -24.9% |
| YTD | -31.9% | +22.7% | -54.7% | -44.5% |
| 1Y | -37.6% | +26.4% | -64.0% | -50.7% |
| 3Y | +36.8% | +72.5% | -35.7% | -23.9% |
| 5Y | -9.7% | +52.4% | -62.2% | -50.1% |
| All | -27.1% | +101.0% | -128.1% | -69.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling