-5.2%
DASH vs EWJ
+52.6%
-57.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +0.4% | -5.0% | +5.4% | +6.2% |
| 30D | -6.0% | -10.2% | +4.2% | +5.2% |
| 3M | -15.8% | -7.2% | -8.5% | -9.0% |
| 6M | +7.0% | -3.2% | +10.2% | +9.2% |
| YTD | -20.7% | +9.9% | -30.6% | -31.4% |
| 1Y | -8.5% | +11.0% | -19.5% | -22.0% |
| 3Y | +101.8% | +57.3% | +44.5% | +0.5% |
| 5Y | -9.6% | +41.3% | -50.8% | -50.5% |
| All | -5.2% | +52.6% | -57.8% | -47.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling