+143.3%
DELL vs EWJ
+18.0%
+125.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.4% | -10.2% | -10.8% |
| 7D | -24.6% | -1.2% | -23.4% | -23.2% |
| 30D | -32.5% | -5.5% | -27.0% | -26.7% |
| 3M | -20.2% | -0.8% | -19.4% | -17.8% |
| 6M | +76.5% | +7.1% | +69.4% | +68.7% |
| YTD | +198.9% | +16.9% | +182.0% | +147.8% |
| 1Y | +143.3% | +18.2% | +125.1% | +96.9% |
| All | +143.3% | +18.0% | +125.4% | +96.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling