-29.3%
DASH vs EWJ
+47.4%
-76.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.9% |
| 7D | -4.5% | +4.0% | -8.5% | -8.4% |
| 30D | -6.8% | -4.3% | -2.5% | -2.4% |
| 3M | -20.7% | -6.8% | -13.9% | -14.7% |
| 6M | +15.1% | -0.9% | +15.9% | +14.8% |
| YTD | -24.3% | +14.3% | -38.5% | -37.5% |
| 1Y | -12.1% | +15.3% | -27.4% | -28.4% |
| 3Y | +91.1% | +65.6% | +25.4% | -15.7% |
| All | -29.3% | +47.4% | -76.7% | -66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling