+15.5%
ROL vs EWJ
+49.8%
-34.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.3% |
| 7D | +0.8% | -1.9% | +2.6% | +1.1% |
| 30D | +20.6% | -5.3% | +25.9% | +22.0% |
| 3M | +4.5% | -4.3% | +8.8% | +5.3% |
| 6M | -26.5% | +0.4% | -26.9% | -27.1% |
| YTD | -34.8% | +14.7% | -49.6% | -38.3% |
| 1Y | -33.2% | +14.7% | -47.9% | -36.8% |
| 3Y | +4.5% | +66.2% | -61.7% | -15.9% |
| 5Y | +15.5% | +50.2% | -34.6% | +0.9% |
| All | +15.5% | +49.8% | -34.3% | +0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling