+154.7%
EWJ vs DD
+547.9%
-393.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | +2.9% | -0.6% | +3.5% | +3.0% |
| 30D | +1.1% | -7.4% | +8.5% | +3.4% |
| 3M | +7.1% | -6.4% | +13.6% | +9.1% |
| 6M | +16.2% | -2.5% | +18.7% | +16.7% |
| YTD | +22.0% | +10.2% | +11.7% | +18.0% |
| 1Y | +26.2% | +36.9% | -10.7% | +14.2% |
| 3Y | +73.5% | +47.0% | +26.4% | +50.8% |
| 5Y | +52.7% | +63.1% | -10.5% | +26.9% |
| 10Y | +138.5% | +68.2% | +70.3% | +84.6% |
| All | +154.7% | +547.9% | -393.1% | +13.6% |
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