+490.5%
DDOG vs EWJ
+96.4%
+394.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.0% |
| 7D | +3.2% | -1.5% | +4.7% | +4.6% |
| 30D | -10.2% | +0.2% | -10.3% | -10.4% |
| 3M | -2.6% | +8.6% | -11.2% | -10.9% |
| 6M | +80.1% | +12.1% | +68.0% | +58.1% |
| YTD | +63.0% | +20.1% | +42.9% | +32.7% |
| 1Y | +59.4% | +25.2% | +34.2% | +24.1% |
| 3Y | +127.0% | +70.8% | +56.3% | +22.2% |
| 5Y | +61.7% | +49.2% | +12.5% | -2.9% |
| All | +490.5% | +96.4% | +394.1% | +141.4% |
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