+467.1%
DDOG vs EWJ
+100.1%
+366.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.2% | -1.2% |
| 7D | -10.1% | +2.5% | -12.7% | -12.2% |
| 30D | -24.8% | +3.3% | -28.1% | -27.1% |
| 3M | -12.6% | +5.0% | -17.6% | -17.3% |
| 6M | +79.9% | +11.5% | +68.4% | +58.7% |
| YTD | +56.6% | +22.4% | +34.2% | +25.3% |
| 1Y | +61.6% | +30.2% | +31.4% | +21.0% |
| 3Y | +117.9% | +72.8% | +45.1% | +16.3% |
| 5Y | +54.2% | +54.1% | +0.1% | -9.9% |
| All | +467.1% | +100.1% | +366.9% | +128.0% |
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