-28.4%
DT vs EWJ
+50.3%
-78.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.3% |
| 7D | -0.5% | +1.0% | -1.5% | -1.2% |
| 30D | +0.1% | +1.0% | -0.9% | -0.8% |
| 3M | +24.1% | +7.2% | +16.9% | +16.9% |
| 6M | +30.1% | +13.9% | +16.2% | +15.5% |
| YTD | +16.8% | +20.8% | -4.0% | -2.6% |
| 1Y | -0.1% | +26.4% | -26.5% | -20.5% |
| 3Y | +6.8% | +71.8% | -64.9% | -41.6% |
| 5Y | -28.4% | +49.9% | -78.2% | -55.0% |
| All | -28.4% | +50.3% | -78.7% | -55.0% |
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