+141.9%
EWJ vs DAR
+366.1%
-224.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.9% | +4.1% | +2.5% |
| 7D | +0.3% | -0.1% | +0.4% | +0.3% |
| 30D | +0.8% | +2.6% | -1.9% | +0.1% |
| 3M | +7.5% | +14.2% | -6.7% | +4.5% |
| 6M | +15.6% | +17.2% | -1.6% | +11.6% |
| YTD | +22.7% | +80.9% | -58.1% | +9.1% |
| 1Y | +26.4% | +104.0% | -77.6% | +9.3% |
| 3Y | +72.5% | +3.6% | +68.9% | +65.7% |
| 5Y | +52.4% | -7.8% | +60.2% | +45.7% |
| All | +141.9% | +366.1% | -224.2% | +57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 10y: compounded portfolio wealth divided by compounded DAR 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…
10y analysis · Full analysis span regression · 6 months rolling