+248.9%
EWJ vs DG
+606.1%
-357.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.2% |
| 7D | +2.5% | +8.4% | -5.9% | +1.5% |
| 30D | +3.3% | +4.9% | -1.7% | +2.6% |
| 3M | +5.0% | +29.3% | -24.4% | +1.5% |
| 6M | +11.5% | -11.3% | +22.8% | +12.7% |
| YTD | +22.4% | +1.8% | +20.6% | +21.6% |
| 1Y | +30.2% | +25.3% | +4.9% | +25.8% |
| 3Y | +72.8% | +9.1% | +63.7% | +66.2% |
| 5Y | +54.1% | -34.9% | +89.0% | +58.6% |
| 10Y | +140.6% | +108.2% | +32.5% | +103.7% |
| All | +248.9% | +606.1% | -357.2% | +138.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling