+633.8%
DIS vs EWJ
+136.0%
+497.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.8% |
| 7D | +4.4% | -2.4% | +6.8% | +5.8% |
| 30D | +10.3% | -7.6% | +18.0% | +15.4% |
| 3M | +15.5% | -5.9% | +21.4% | +19.2% |
| 6M | +11.2% | -1.5% | +12.7% | +10.9% |
| YTD | +5.6% | +12.6% | -7.0% | -3.1% |
| 1Y | +7.7% | +12.7% | -4.9% | -1.2% |
| 3Y | +39.3% | +63.1% | -23.8% | +1.1% |
| 5Y | -29.5% | +48.2% | -77.7% | -45.6% |
| 10Y | +36.3% | +123.1% | -86.9% | -16.1% |
| All | +633.8% | +136.0% | +497.8% | +249.5% |
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