-5.9%
DASH vs EWJ
+56.3%
-62.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -0.3% |
| 7D | -2.8% | -2.4% | -0.4% | -0.1% |
| 30D | -9.3% | -7.6% | -1.7% | -1.4% |
| 3M | -15.1% | -5.9% | -9.2% | -9.7% |
| 6M | +8.7% | -1.5% | +10.2% | +9.1% |
| YTD | -21.3% | +12.6% | -33.9% | -33.6% |
| 1Y | -12.7% | +12.7% | -25.3% | -26.6% |
| 3Y | +103.8% | +63.1% | +40.7% | -3.0% |
| 5Y | -16.8% | +48.2% | -65.0% | -56.5% |
| All | -5.9% | +56.3% | -62.2% | -48.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling