+390.4%
DDOG vs EWJ
+86.8%
+303.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.5% |
| 7D | +2.9% | +4.0% | -1.1% | -0.9% |
| 30D | -31.6% | -4.3% | -27.4% | -28.7% |
| 3M | -27.0% | -6.8% | -20.2% | -22.1% |
| 6M | -10.3% | -0.9% | -9.4% | -10.6% |
| YTD | +35.4% | +14.3% | +21.2% | +15.6% |
| 1Y | -1.0% | +15.3% | -16.3% | -16.3% |
| 3Y | +76.7% | +65.6% | +11.0% | -2.3% |
| 5Y | -4.6% | +47.5% | -52.1% | -41.6% |
| All | +390.4% | +86.8% | +303.6% | +110.2% |
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