+138.6%
EWJ vs DD
+658.7%
-520.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | +4.0% | +5.0% | -1.0% | +2.5% |
| 30D | -4.3% | +19.7% | -23.9% | -9.3% |
| 3M | -6.8% | +7.2% | -14.0% | -8.9% |
| 6M | -0.9% | +1.0% | -1.9% | -1.6% |
| YTD | +14.3% | +29.1% | -14.8% | +5.3% |
| 1Y | +15.3% | +28.5% | -13.2% | +6.4% |
| 3Y | +65.6% | +89.4% | -23.8% | +33.7% |
| 5Y | +47.5% | +67.1% | -19.7% | +21.6% |
| 10Y | +126.2% | +97.5% | +28.7% | +66.7% |
| All | +138.6% | +658.7% | -520.0% | +1.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling