-36.6%
DT vs EWJ
+47.4%
-84.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.4% |
| 7D | +3.1% | +4.0% | -0.8% | +0.2% |
| 30D | -29.5% | -4.3% | -25.3% | -27.2% |
| 3M | -11.7% | -6.8% | -4.9% | -7.4% |
| 6M | +29.0% | -0.9% | +29.9% | +28.4% |
| YTD | +3.4% | +14.3% | -10.9% | -10.4% |
| 1Y | -4.2% | +15.3% | -19.5% | -17.8% |
| 3Y | -12.8% | +65.6% | -78.5% | -51.8% |
| All | -36.6% | +47.4% | -84.0% | -59.3% |
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 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