+121.1%
DDOG vs EWJ
+70.3%
+50.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.0% | +8.1% | +7.7% |
| 7D | +7.7% | +1.0% | +6.7% | +7.0% |
| 30D | -13.6% | +1.0% | -14.6% | -14.2% |
| 3M | -0.9% | +7.2% | -8.1% | -5.6% |
| 6M | +75.2% | +13.9% | +61.3% | +59.4% |
| YTD | +65.7% | +20.8% | +44.9% | +44.4% |
| 1Y | +60.4% | +26.4% | +34.0% | +35.4% |
| All | +121.1% | +70.3% | +50.8% | +52.1% |
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