+989.2%
DUK vs EWJ
+157.4%
+831.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.5% |
| 7D | -0.7% | +0.3% | -1.0% | -0.7% |
| 30D | -2.4% | +0.8% | -3.2% | -2.7% |
| 3M | -3.0% | +7.5% | -10.5% | -5.0% |
| 6M | -6.6% | +15.6% | -22.1% | -10.4% |
| YTD | +4.6% | +22.7% | -18.2% | -1.5% |
| 1Y | +1.2% | +26.4% | -25.2% | -5.5% |
| 3Y | +45.7% | +72.5% | -26.9% | +23.9% |
| 5Y | +40.3% | +52.4% | -12.1% | +22.5% |
| 10Y | +129.9% | +143.8% | -13.9% | +76.4% |
| All | +989.2% | +157.4% | +831.8% | +626.6% |
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