-20.0%
DASH vs EWJ
+26.9%
-46.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.3% | -5.0% | -5.2% |
| 7D | -11.2% | +2.9% | -14.1% | -12.0% |
| 30D | -7.3% | +1.1% | -8.4% | -7.7% |
| 3M | +31.4% | +7.1% | +24.3% | +28.2% |
| 6M | +11.9% | +16.2% | -4.3% | +5.3% |
| YTD | -11.5% | +22.0% | -33.5% | -19.9% |
| 1Y | -20.0% | +26.2% | -46.2% | -29.7% |
| All | -20.0% | +26.9% | -46.9% | -29.7% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling