+0.8%
ROL vs EWJ
+73.3%
-72.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.5% |
| 7D | -3.4% | +2.9% | -6.3% | -3.8% |
| 30D | -6.9% | +1.1% | -8.0% | -7.1% |
| 3M | -24.6% | +7.1% | -31.7% | -25.6% |
| 6M | -39.5% | +16.2% | -55.7% | -41.5% |
| YTD | -41.1% | +22.0% | -63.1% | -43.8% |
| 1Y | -37.9% | +26.2% | -64.1% | -41.4% |
| 3Y | +0.8% | +73.5% | -72.7% | -16.3% |
| All | +0.8% | +73.3% | -72.5% | -16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling