+114.1%
DT vs EWJ
+109.8%
+4.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -2.6% |
| 7D | -1.6% | +0.3% | -1.9% | -1.9% |
| 30D | +3.0% | +0.8% | +2.3% | +2.1% |
| 3M | +26.5% | +7.5% | +19.0% | +17.4% |
| 6M | +35.9% | +15.6% | +20.3% | +16.1% |
| YTD | +17.8% | +22.7% | -4.9% | -6.4% |
| 1Y | +4.1% | +26.4% | -22.4% | -20.3% |
| 3Y | +5.3% | +72.5% | -67.2% | -45.5% |
| 5Y | -27.2% | +52.4% | -79.6% | -55.9% |
| All | +114.1% | +109.8% | +4.4% | -23.4% |
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