+117.6%
DT vs EWJ
+109.2%
+8.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -2.0% |
| 7D | -3.3% | +2.5% | -5.8% | -5.4% |
| 30D | +2.0% | +3.3% | -1.2% | -1.1% |
| 3M | +20.0% | +5.0% | +15.0% | +13.8% |
| 6M | +39.3% | +11.5% | +27.8% | +22.9% |
| YTD | +19.8% | +22.4% | -2.6% | -4.5% |
| 1Y | +4.3% | +30.2% | -25.9% | -22.6% |
| 3Y | +7.7% | +72.8% | -65.1% | -44.4% |
| 5Y | -26.8% | +54.1% | -81.0% | -56.3% |
| All | +117.6% | +109.2% | +8.4% | -21.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling