+3,455.1%
DLR vs EWJ
+228.8%
+3,226.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.1% |
| 7D | +3.3% | +4.0% | -0.6% | +0.7% |
| 30D | +4.6% | -4.3% | +8.8% | +7.6% |
| 3M | -8.3% | -6.8% | -1.5% | -3.9% |
| 6M | -5.6% | -0.9% | -4.7% | -5.4% |
| YTD | +18.7% | +14.3% | +4.5% | +7.9% |
| 1Y | +17.1% | +15.3% | +1.8% | +5.7% |
| 3Y | +54.4% | +65.6% | -11.3% | +8.1% |
| 5Y | +36.5% | +47.5% | -11.0% | +3.0% |
| 10Y | +187.7% | +126.2% | +61.5% | +58.5% |
| All | +3,455.1% | +228.8% | +3,226.3% | +1,438.5% |
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