+52.7%
EWJ vs DAR
-8.5%
+61.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.3% | -0.8% |
| 7D | +2.9% | -0.9% | +3.7% | +3.0% |
| 30D | +1.1% | +13.0% | -11.9% | -0.9% |
| 3M | +7.1% | +15.0% | -7.9% | +4.5% |
| 6M | +16.2% | +26.8% | -10.7% | +11.4% |
| YTD | +22.0% | +86.4% | -64.4% | +9.9% |
| 1Y | +26.2% | +115.1% | -88.9% | +10.7% |
| 3Y | +73.5% | +14.6% | +58.8% | +65.1% |
| 5Y | +52.7% | -8.8% | +61.5% | +47.9% |
| All | +52.7% | -8.5% | +61.2% | +47.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling