+100.1%
EWJ vs DBX
+16.6%
+83.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | +0.1% |
| 7D | +2.9% | -1.3% | +4.2% | +3.1% |
| 30D | +1.1% | -2.9% | +4.0% | +1.4% |
| 3M | +7.1% | +23.8% | -16.7% | +3.2% |
| 6M | +16.2% | +26.2% | -10.0% | +11.0% |
| YTD | +22.0% | +21.6% | +0.4% | +17.2% |
| 1Y | +26.2% | +11.4% | +14.8% | +22.8% |
| 3Y | +73.5% | +21.3% | +52.2% | +63.4% |
| 5Y | +52.7% | +6.7% | +46.0% | +43.8% |
| All | +100.1% | +16.6% | +83.5% | +72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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