+45.7%
DUK vs EWJ
+73.0%
-27.3%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | 0.0% |
| 7D | -0.7% | +0.3% | -1.0% | -0.7% |
| 30D | -2.4% | +0.8% | -3.2% | -2.4% |
| 3M | -3.0% | +7.5% | -10.5% | -3.1% |
| 6M | -6.6% | +15.6% | -22.1% | -7.0% |
| YTD | +4.6% | +22.7% | -18.2% | +3.8% |
| 1Y | +1.2% | +26.4% | -25.2% | +0.2% |
| 3Y | +45.7% | +72.5% | -26.9% | +33.7% |
| All | +45.7% | +73.0% | -27.3% | +33.7% |
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