+212.7%
ROL vs EWJ
+125.7%
+87.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.2% |
| 7D | -1.7% | +3.6% | -5.3% | -3.1% |
| 30D | +18.5% | -6.0% | +24.5% | +21.4% |
| 3M | +4.3% | -6.5% | +10.8% | +6.9% |
| 6M | -27.7% | -0.1% | -27.6% | -28.5% |
| YTD | -35.8% | +13.9% | -49.7% | -40.7% |
| 1Y | -34.1% | +13.1% | -47.2% | -39.0% |
| 3Y | +2.9% | +65.0% | -62.1% | -23.9% |
| 5Y | +12.7% | +47.0% | -34.3% | -11.0% |
| All | +212.7% | +125.7% | +87.1% | +85.8% |
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