+58.3%
DLR vs EWJ
+70.3%
-12.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.3% |
| 7D | +2.9% | +1.0% | +1.9% | +2.3% |
| 30D | -1.2% | +1.0% | -2.1% | -1.7% |
| 3M | +2.9% | +7.2% | -4.3% | -1.2% |
| 6M | +6.7% | +13.9% | -7.2% | -1.3% |
| YTD | +23.9% | +20.8% | +3.1% | +10.5% |
| 1Y | +18.6% | +26.4% | -7.7% | +3.1% |
| All | +58.3% | +70.3% | -12.0% | +10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling