+1,115.2%
DIA vs EWJ
+261.0%
+854.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | +0.1% | +2.9% | -2.8% | -1.4% |
| 30D | -2.1% | +1.1% | -3.2% | -2.7% |
| 3M | +4.2% | +7.1% | -3.0% | +0.1% |
| 6M | +11.9% | +16.2% | -4.3% | +2.7% |
| YTD | +10.8% | +22.0% | -11.2% | -1.1% |
| 1Y | +17.5% | +26.2% | -8.7% | +2.8% |
| 3Y | +59.9% | +73.5% | -13.5% | +16.7% |
| 5Y | +64.1% | +52.7% | +11.4% | +27.6% |
| 10Y | +246.2% | +138.5% | +107.7% | +115.9% |
| All | +1,115.2% | +261.0% | +854.2% | +461.2% |
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