+179.8%
EWJ vs DGX
+8,631.6%
-8,451.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.3% | -0.2% |
| 7D | -1.5% | -3.5% | +2.0% | -0.9% |
| 30D | +0.2% | -2.7% | +2.8% | +0.6% |
| 3M | +8.6% | +13.9% | -5.3% | +5.8% |
| 6M | +12.1% | +16.0% | -3.9% | +8.7% |
| YTD | +20.1% | +34.9% | -14.8% | +13.1% |
| 1Y | +25.2% | +30.6% | -5.4% | +18.5% |
| 3Y | +70.8% | +93.0% | -22.2% | +49.1% |
| 5Y | +49.2% | +64.4% | -15.2% | +33.2% |
| 10Y | +138.6% | +248.1% | -109.5% | +81.5% |
| All | +179.8% | +8,631.6% | -8,451.8% | +52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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