+42.1%
DLR vs EWJ
+50.3%
-8.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.4% |
| 7D | +2.9% | +1.0% | +1.9% | +2.2% |
| 30D | -1.2% | +1.0% | -2.1% | -1.8% |
| 3M | +2.9% | +7.2% | -4.3% | -2.0% |
| 6M | +6.7% | +13.9% | -7.2% | -2.8% |
| YTD | +23.9% | +20.8% | +3.1% | +8.0% |
| 1Y | +18.6% | +26.4% | -7.7% | +0.1% |
| 3Y | +59.7% | +71.8% | -12.1% | +4.5% |
| 5Y | +42.1% | +49.9% | -7.8% | -12.9% |
| All | +42.1% | +50.3% | -8.2% | -12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling