+155.6%
EWJ vs DAR
+551.9%
-396.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.2% | +0.4% |
| 7D | +2.5% | +1.4% | +1.2% | +2.4% |
| 30D | +3.3% | +12.8% | -9.5% | +2.5% |
| 3M | +5.0% | +7.4% | -2.4% | +4.5% |
| 6M | +11.5% | +22.3% | -10.7% | +10.1% |
| YTD | +22.4% | +81.1% | -58.7% | +18.2% |
| 1Y | +30.2% | +106.5% | -76.3% | +24.7% |
| 3Y | +72.8% | +5.3% | +67.5% | +70.3% |
| 5Y | +54.1% | -11.5% | +65.7% | +52.4% |
| 10Y | +140.6% | +353.3% | -212.7% | +118.3% |
| All | +155.6% | +551.9% | -396.3% | +121.8% |
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 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