-9.7%
RKT vs EWJ
+47.6%
-57.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.1% |
| 7D | -7.2% | -1.5% | -5.8% | -5.6% |
| 30D | -7.9% | +0.2% | -8.1% | -8.0% |
| 3M | +5.2% | +8.6% | -3.4% | -4.6% |
| 6M | -14.9% | +12.1% | -27.1% | -25.3% |
| YTD | -31.9% | +20.1% | -52.0% | -44.5% |
| 1Y | -36.9% | +25.2% | -62.1% | -51.1% |
| 3Y | +35.7% | +70.8% | -35.0% | -32.0% |
| 5Y | -9.7% | +49.2% | -58.8% | -48.4% |
| All | -9.7% | +47.6% | -57.3% | -48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling