+206.6%
ROL vs EWJ
+144.4%
+62.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | -0.4% |
| 7D | -3.2% | +0.3% | -3.4% | -3.3% |
| 30D | -4.9% | +0.8% | -5.7% | -5.3% |
| 3M | -25.8% | +7.5% | -33.3% | -28.5% |
| 6M | -37.6% | +15.6% | -53.1% | -42.0% |
| YTD | -41.5% | +22.7% | -64.2% | -47.5% |
| 1Y | -39.5% | +26.4% | -65.9% | -46.6% |
| 3Y | +0.1% | +72.5% | -72.4% | -26.7% |
| 5Y | -4.6% | +52.4% | -57.0% | -25.0% |
| All | +206.6% | +144.4% | +62.1% | +78.0% |
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