-98.3%
DFNS vs EWJ
+31.1%
-129.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | -0.2% |
| 7D | -16.0% | +2.5% | -18.5% | -19.9% |
| 30D | -77.7% | +3.3% | -81.0% | -79.0% |
| 3M | -77.2% | +5.0% | -82.2% | -77.9% |
| 6M | -95.2% | +11.5% | -106.7% | -95.5% |
| YTD | -98.0% | +22.4% | -120.4% | -98.4% |
| 1Y | -98.3% | +30.2% | -128.5% | -98.7% |
| All | -98.3% | +31.1% | -129.4% | -98.7% |
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