+50.4%
EWJ vs DD
+56.1%
-5.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.3% |
| 7D | +0.3% | -3.5% | +3.8% | +1.5% |
| 30D | +0.8% | -11.7% | +12.4% | +4.9% |
| 3M | +7.5% | -9.2% | +16.7% | +10.8% |
| 6M | +15.6% | -7.2% | +22.8% | +18.0% |
| YTD | +22.7% | +6.6% | +16.1% | +19.8% |
| 1Y | +26.4% | +32.0% | -5.6% | +14.8% |
| 3Y | +72.5% | +42.1% | +30.4% | +49.8% |
| All | +50.4% | +56.1% | -5.7% | +24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling