+138.6%
EWJ vs DAR
+459.9%
-321.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.3% |
| 7D | +4.0% | +11.6% | -7.6% | +3.3% |
| 30D | -4.3% | -10.2% | +6.0% | -3.7% |
| 3M | -6.8% | -14.8% | +8.0% | -6.1% |
| 6M | -0.9% | -10.1% | +9.2% | -0.5% |
| YTD | +14.3% | +55.5% | -41.3% | +11.3% |
| 1Y | +15.3% | +61.7% | -46.4% | +12.0% |
| 3Y | +65.6% | +37.2% | +28.5% | +61.1% |
| 5Y | +47.5% | -26.9% | +74.4% | +47.3% |
| 10Y | +126.2% | +314.4% | -188.2% | +106.3% |
| All | +138.6% | +459.9% | -321.3% | +108.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling