+47.6%
EWJ vs DG
-35.8%
+83.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.7% | +0.3% |
| 7D | +4.0% | +0.3% | +3.7% | +4.0% |
| 30D | -4.3% | +3.2% | -7.5% | -4.4% |
| 3M | -6.8% | +10.4% | -17.2% | -7.3% |
| 6M | -0.9% | +33.2% | -34.1% | -2.6% |
| YTD | +14.3% | +3.0% | +11.3% | +13.9% |
| 1Y | +15.3% | +31.2% | -15.9% | +13.6% |
| 3Y | +65.6% | +21.8% | +43.8% | +62.2% |
| All | +47.6% | -35.8% | +83.4% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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