+9.5%
DVN vs EWJ
+73.0%
-63.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | -0.2% |
| 7D | +4.5% | +0.3% | +4.2% | +4.4% |
| 30D | +12.0% | +0.8% | +11.2% | +11.6% |
| 3M | +13.4% | +7.5% | +5.9% | +10.2% |
| 6M | +12.1% | +15.6% | -3.5% | +4.6% |
| YTD | +38.8% | +22.7% | +16.1% | +23.9% |
| 1Y | +46.0% | +26.4% | +19.6% | +27.5% |
| 3Y | +9.5% | +72.5% | -63.0% | -23.7% |
| All | +9.5% | +73.0% | -63.5% | -23.7% |
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