-99.9%
DFNS vs EWJ
+100.0%
-199.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.6% |
| 7D | -16.0% | +2.5% | -18.5% | -15.9% |
| 30D | -77.7% | +3.3% | -81.0% | -77.6% |
| 3M | -77.2% | +5.0% | -82.2% | -77.4% |
| 6M | -95.2% | +11.5% | -106.7% | -95.1% |
| YTD | -98.0% | +22.4% | -120.4% | -97.8% |
| 1Y | -98.3% | +30.2% | -128.5% | -98.1% |
| 3Y | -99.9% | +72.8% | -172.7% | -99.8% |
| 5Y | -99.9% | +54.1% | -154.0% | -99.8% |
| All | -99.9% | +100.0% | -199.8% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling