+711.5%
DVN vs EWJ
+151.8%
+559.6%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.5% |
| 7D | +2.5% | -1.5% | +4.0% | +3.4% |
| 30D | +10.2% | +0.2% | +10.0% | +9.9% |
| 3M | +8.1% | +8.6% | -0.5% | +1.6% |
| 6M | +15.9% | +12.1% | +3.7% | +5.3% |
| YTD | +38.2% | +20.1% | +18.2% | +19.6% |
| 1Y | +44.5% | +25.2% | +19.3% | +21.5% |
| 3Y | +5.1% | +70.8% | -65.6% | -28.1% |
| 5Y | +124.3% | +49.2% | +75.1% | +67.9% |
| 10Y | +65.9% | +138.6% | -72.7% | -0.1% |
| All | +711.5% | +151.8% | +559.6% | +299.2% |
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