+4.3%
DT vs EWJ
+70.3%
-65.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.0% |
| 7D | -0.5% | +1.0% | -1.5% | -0.9% |
| 30D | +0.1% | +1.0% | -0.9% | -0.4% |
| 3M | +24.1% | +7.2% | +16.9% | +20.1% |
| 6M | +30.1% | +13.9% | +16.2% | +21.8% |
| YTD | +16.8% | +20.8% | -4.0% | +5.1% |
| 1Y | -0.1% | +26.4% | -26.5% | -12.7% |
| All | +4.3% | +70.3% | -65.9% | -28.3% |
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