+11,572.9%
DHR vs EWJ
+155.8%
+11,417.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.8% | -1.0% |
| 7D | -0.8% | +2.9% | -3.7% | -2.2% |
| 30D | +0.2% | +1.1% | -0.9% | -0.4% |
| 3M | +12.1% | +7.1% | +4.9% | +7.4% |
| 6M | +5.4% | +16.2% | -10.8% | -3.3% |
| YTD | -10.0% | +22.0% | -32.0% | -19.5% |
| 1Y | +4.1% | +26.2% | -22.1% | -8.8% |
| 3Y | -5.2% | +73.5% | -78.6% | -29.9% |
| 5Y | -28.2% | +52.7% | -80.9% | -43.5% |
| 10Y | +208.4% | +138.5% | +69.9% | +94.5% |
| All | +11,572.9% | +155.8% | +11,417.1% | +6,079.5% |
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