-37.8%
ROL vs EWJ
+24.8%
-62.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.6% | 0.0% |
| 7D | -3.2% | -1.5% | -1.7% | -3.3% |
| 30D | -6.6% | +0.2% | -6.8% | -6.6% |
| 3M | -27.3% | +8.6% | -35.9% | -27.3% |
| 6M | -38.1% | +12.1% | -50.2% | -38.5% |
| YTD | -41.8% | +20.1% | -61.9% | -42.2% |
| 1Y | -37.8% | +25.2% | -63.0% | -38.2% |
| All | -37.8% | +24.8% | -62.6% | -38.2% |
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