+50.4%
EWJ vs DKS
+13.6%
+36.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +2.0% |
| 7D | +0.3% | -3.0% | +3.2% | +0.7% |
| 30D | +0.8% | -33.4% | +34.2% | +5.3% |
| 3M | +7.5% | -39.4% | +46.9% | +13.6% |
| 6M | +15.6% | -30.1% | +45.7% | +19.5% |
| YTD | +22.7% | -31.0% | +53.7% | +26.9% |
| 1Y | +26.4% | -40.2% | +66.6% | +33.1% |
| 3Y | +72.5% | +30.9% | +41.6% | +61.2% |
| All | +50.4% | +13.6% | +36.7% | +36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling