+59.9%
DDOG vs EWJ
+50.3%
+9.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.0% | +8.1% | +8.1% |
| 7D | +7.7% | +1.0% | +6.7% | +6.5% |
| 30D | -13.6% | +1.0% | -14.6% | -14.6% |
| 3M | -0.9% | +7.2% | -8.1% | -9.0% |
| 6M | +75.2% | +13.9% | +61.3% | +48.6% |
| YTD | +65.7% | +20.8% | +44.9% | +30.1% |
| 1Y | +60.4% | +26.4% | +34.0% | +18.9% |
| 3Y | +130.7% | +71.8% | +58.9% | +4.5% |
| 5Y | +59.9% | +49.9% | +10.0% | -16.5% |
| All | +59.9% | +50.3% | +9.6% | -16.5% |
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