+137.9%
EWJ vs DAR
+453.6%
-315.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -0.8% |
| 7D | +3.6% | +9.2% | -5.6% | +3.1% |
| 30D | -6.0% | -12.3% | +6.3% | -5.4% |
| 3M | -6.5% | -12.7% | +6.3% | -5.9% |
| 6M | -0.1% | -12.8% | +12.7% | +0.5% |
| YTD | +13.9% | +53.8% | -39.9% | +11.0% |
| 1Y | +13.1% | +60.3% | -47.2% | +9.9% |
| 3Y | +65.0% | +31.7% | +33.3% | +60.8% |
| 5Y | +47.0% | -27.7% | +74.7% | +46.9% |
| 10Y | +125.5% | +309.8% | -184.3% | +105.8% |
| All | +137.9% | +453.6% | -315.7% | +108.1% |
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