+65.6%
EWJ vs COO
-24.0%
+89.7%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.2% |
| 7D | +4.0% | +0.5% | +3.5% | +3.9% |
| 30D | -4.3% | +14.2% | -18.4% | -6.3% |
| 3M | -6.8% | -18.2% | +11.4% | -3.7% |
| 6M | -0.9% | +5.3% | -6.2% | -3.0% |
| YTD | +14.3% | -23.6% | +37.8% | +19.9% |
| 1Y | +15.3% | -12.7% | +28.0% | +17.6% |
| 3Y | +65.6% | -24.2% | +89.8% | +67.6% |
| All | +65.6% | -24.0% | +89.7% | +67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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