+220.7%
ROL vs EWJ
+126.4%
+94.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.2% | +2.4% |
| 7D | +3.0% | +4.0% | -1.0% | +1.3% |
| 30D | +19.8% | -4.3% | +24.0% | +21.7% |
| 3M | +7.9% | -6.8% | +14.7% | +10.7% |
| 6M | -25.6% | -0.9% | -24.8% | -26.1% |
| YTD | -34.1% | +14.3% | -48.4% | -39.3% |
| 1Y | -31.4% | +15.3% | -46.7% | -37.1% |
| 3Y | +4.7% | +65.6% | -60.9% | -22.7% |
| 5Y | +15.6% | +47.5% | -31.9% | -8.9% |
| All | +220.7% | +126.4% | +94.3% | +90.3% |
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