+26.4%
EWJ vs DKS
-39.2%
+65.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +2.1% |
| 7D | +0.3% | -3.0% | +3.2% | +0.5% |
| 30D | +0.8% | -33.4% | +34.2% | +4.1% |
| 3M | +7.5% | -39.4% | +46.9% | +12.5% |
| 6M | +15.6% | -30.1% | +45.7% | +17.8% |
| YTD | +22.7% | -31.0% | +53.7% | +25.1% |
| 1Y | +26.4% | -40.2% | +66.6% | +31.4% |
| All | +26.4% | -39.2% | +65.6% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 1y: compounded portfolio wealth divided by compounded DKS 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…
1y analysis · Full analysis span regression · 6 months rolling