-96.5%
DFNS vs EWJ
-0.5%
-96.1%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.3% | -5.8% | -6.5% |
| 7D | -6.0% | +4.0% | -9.9% | -17.4% |
| 30D | -71.2% | -4.3% | -66.9% | -66.2% |
| 3M | -94.5% | -6.8% | -87.7% | -92.8% |
| 6M | -96.5% | -0.9% | -95.6% | -96.1% |
| All | -96.5% | -0.5% | -96.1% | -96.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling