+1,127.7%
RSP vs EWJ
+444.3%
+683.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.7% |
| 7D | -0.8% | +2.5% | -3.3% | -2.5% |
| 30D | -0.3% | +3.3% | -3.6% | -2.6% |
| 3M | +4.3% | +5.0% | -0.7% | +0.2% |
| 6M | +8.8% | +11.5% | -2.7% | -0.2% |
| YTD | +15.3% | +22.4% | -7.1% | -1.3% |
| 1Y | +18.3% | +30.2% | -11.9% | -3.3% |
| 3Y | +52.8% | +72.8% | -20.0% | +0.4% |
| 5Y | +51.7% | +54.1% | -2.4% | +7.7% |
| 10Y | +208.5% | +140.6% | +67.9% | +61.4% |
| All | +1,127.7% | +444.3% | +683.5% | +284.9% |
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