+69.8%
EWJ vs DD
+42.2%
+27.6%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -0.2% |
| 7D | +1.0% | -3.8% | +4.8% | +2.2% |
| 30D | +1.0% | -9.2% | +10.2% | +4.0% |
| 3M | +7.2% | -9.0% | +16.2% | +10.3% |
| 6M | +13.9% | -5.0% | +18.8% | +15.3% |
| YTD | +20.8% | +7.4% | +13.4% | +18.2% |
| 1Y | +26.4% | +35.1% | -8.7% | +15.5% |
| All | +69.8% | +42.2% | +27.6% | +52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 3y: compounded portfolio wealth divided by compounded DD 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…
3y analysis · Full analysis span regression · 6 months rolling