-100.0%
DFNS vs EWJ
+67.1%
-167.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +1.9% | +10.8% | +12.7% |
| 7D | -13.0% | -1.9% | -11.1% | -12.8% |
| 30D | -56.9% | -5.3% | -51.5% | -56.9% |
| 3M | -93.2% | -4.3% | -88.9% | -93.2% |
| 6M | -95.4% | +0.4% | -95.8% | -95.5% |
| YTD | -99.5% | +14.7% | -114.2% | -99.4% |
| 1Y | -99.6% | +14.7% | -114.4% | -99.6% |
| All | -100.0% | +67.1% | -167.1% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling