+176.5%
DLR vs EWJ
+144.4%
+32.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +0.4% |
| 7D | +0.1% | +0.3% | -0.2% | -0.1% |
| 30D | -4.3% | +0.8% | -5.1% | -4.8% |
| 3M | +3.8% | +7.5% | -3.7% | -1.0% |
| 6M | +5.8% | +15.6% | -9.8% | -4.0% |
| YTD | +23.5% | +22.7% | +0.8% | +7.7% |
| 1Y | +11.1% | +26.4% | -15.3% | -5.1% |
| 3Y | +57.9% | +72.5% | -14.6% | +8.5% |
| 5Y | +44.0% | +52.4% | -8.5% | +4.5% |
| All | +176.5% | +144.4% | +32.0% | +39.6% |
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