-4.2%
ROL vs EWJ
+50.3%
-54.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.9% |
| 7D | -3.3% | +1.0% | -4.3% | -3.5% |
| 30D | -7.2% | +1.0% | -8.2% | -7.5% |
| 3M | -27.0% | +7.2% | -34.2% | -28.5% |
| 6M | -39.5% | +13.9% | -53.4% | -42.0% |
| YTD | -41.8% | +20.8% | -62.6% | -45.5% |
| 1Y | -38.9% | +26.4% | -65.2% | -43.7% |
| 3Y | -0.4% | +71.8% | -72.1% | -19.8% |
| 5Y | -4.2% | +49.9% | -54.1% | -19.4% |
| All | -4.2% | +50.3% | -54.5% | -19.4% |
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