+66.3%
EWJ vs DAR
+29.4%
+36.9%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.1% | -3.1% | +1.3% |
| 7D | -1.9% | +3.6% | -5.4% | -2.3% |
| 30D | -5.3% | -11.3% | +5.9% | -4.1% |
| 3M | -4.3% | -13.1% | +8.8% | -3.0% |
| 6M | +0.4% | -15.1% | +15.5% | +1.9% |
| YTD | +14.7% | +50.5% | -35.8% | +7.7% |
| 1Y | +14.7% | +57.9% | -43.2% | +6.9% |
| All | +66.3% | +29.4% | +36.9% | +53.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling