+405.5%
EWJ vs DKS
+5,981.0%
-5,575.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.9% | +4.5% | +0.5% |
| 7D | +2.9% | -0.4% | +3.3% | +2.9% |
| 30D | +1.1% | -36.6% | +37.7% | +7.8% |
| 3M | +7.1% | -37.6% | +44.7% | +14.3% |
| 6M | +16.2% | -32.1% | +48.3% | +21.9% |
| YTD | +22.0% | -32.3% | +54.3% | +27.8% |
| 1Y | +26.2% | -39.5% | +65.7% | +34.4% |
| 3Y | +73.5% | +27.7% | +45.8% | +58.4% |
| 5Y | +52.7% | +15.0% | +37.7% | +36.6% |
| 10Y | +138.5% | +192.6% | -54.1% | +64.4% |
| All | +405.5% | +5,981.0% | -5,575.5% | +113.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling