+319.1%
DELL vs EWJ
+31.1%
+287.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.1% |
| 7D | +14.9% | +2.5% | +12.4% | +12.0% |
| 30D | +13.3% | +3.3% | +10.0% | +9.8% |
| 3M | +24.4% | +5.0% | +19.4% | +18.1% |
| 6M | +258.0% | +11.5% | +246.5% | +224.2% |
| YTD | +320.2% | +22.4% | +297.8% | +251.7% |
| 1Y | +319.1% | +30.2% | +288.9% | +250.7% |
| All | +319.1% | +31.1% | +287.9% | +250.7% |
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