-36.0%
ROL vs EWJ
+31.1%
-67.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.4% |
| 7D | -1.4% | +2.5% | -3.9% | -1.3% |
| 30D | -4.1% | +3.3% | -7.4% | -4.0% |
| 3M | -22.5% | +5.0% | -27.5% | -22.3% |
| 6M | -37.7% | +11.5% | -49.2% | -38.1% |
| YTD | -39.6% | +22.4% | -62.0% | -40.1% |
| 1Y | -36.0% | +30.2% | -66.2% | -37.1% |
| All | -36.0% | +31.1% | -67.2% | -37.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling