-12.8%
DT vs EWJ
+66.4%
-79.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.4% |
| 7D | +3.1% | +4.0% | -0.8% | +1.5% |
| 30D | -29.5% | -4.3% | -25.3% | -28.3% |
| 3M | -11.7% | -6.8% | -4.9% | -9.4% |
| 6M | +29.0% | -0.9% | +29.9% | +28.9% |
| YTD | +3.4% | +14.3% | -10.9% | -4.7% |
| 1Y | -4.2% | +15.3% | -19.5% | -12.3% |
| 3Y | -12.8% | +65.6% | -78.5% | -39.3% |
| All | -12.8% | +66.4% | -79.3% | -39.3% |
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