+3,900.3%
ROL vs EWJ
+156.6%
+3,743.7%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | -1.4% | +2.5% | -3.9% | -2.5% |
| 30D | -4.1% | +3.3% | -7.4% | -5.5% |
| 3M | -22.5% | +5.0% | -27.5% | -24.6% |
| 6M | -37.7% | +11.5% | -49.2% | -41.2% |
| YTD | -39.6% | +22.4% | -62.0% | -45.4% |
| 1Y | -36.0% | +30.2% | -66.2% | -43.9% |
| 3Y | -5.1% | +72.8% | -78.0% | -27.9% |
| 5Y | -3.4% | +54.1% | -57.5% | -23.3% |
| 10Y | +215.2% | +140.6% | +74.6% | +103.3% |
| All | +3,900.3% | +156.6% | +3,743.7% | +2,069.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling