+98.6%
DASH vs EWJ
+67.1%
+31.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -1.1% |
| 7D | -10.2% | -1.9% | -8.4% | -9.1% |
| 30D | -8.2% | -5.3% | -2.9% | -5.2% |
| 3M | -15.9% | -4.3% | -11.6% | -13.7% |
| 6M | +13.3% | +0.4% | +12.9% | +12.8% |
| YTD | -21.3% | +14.7% | -36.0% | -28.7% |
| 1Y | -11.1% | +14.7% | -25.9% | -19.6% |
| All | +98.6% | +67.1% | +31.5% | +36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling