-17.2%
DASH vs EWJ
+18.0%
-35.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.4% | +7.0% | +7.9% |
| 7D | +17.2% | -1.2% | +18.4% | +17.6% |
| 30D | +3.6% | -5.5% | +9.0% | +5.4% |
| 3M | -1.9% | -0.8% | -1.1% | -1.5% |
| 6M | +15.1% | +7.1% | +8.0% | +12.5% |
| YTD | -12.3% | +16.9% | -29.2% | -17.6% |
| 1Y | -17.2% | +18.2% | -35.4% | -22.7% |
| All | -17.2% | +18.0% | -35.2% | -22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling