+203.8%
DHR vs EWJ
+144.4%
+59.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -1.6% |
| 7D | -3.6% | +0.3% | -3.9% | -3.8% |
| 30D | -2.7% | +0.8% | -3.5% | -3.3% |
| 3M | +10.9% | +7.5% | +3.4% | +5.0% |
| 6M | +3.0% | +15.6% | -12.6% | -7.6% |
| YTD | -12.2% | +22.7% | -34.9% | -24.7% |
| 1Y | +3.3% | +26.4% | -23.1% | -13.5% |
| 3Y | -8.2% | +72.5% | -80.7% | -39.5% |
| 5Y | -29.9% | +52.4% | -82.3% | -50.3% |
| All | +203.8% | +144.4% | +59.3% | +56.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling