+141.9%
EWJ vs DRI
+353.8%
-212.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +2.0% |
| 7D | +0.3% | -3.2% | +3.5% | +0.9% |
| 30D | +0.8% | -7.8% | +8.6% | +2.3% |
| 3M | +7.5% | +0.4% | +7.1% | +7.2% |
| 6M | +15.6% | +4.8% | +10.8% | +14.1% |
| YTD | +22.7% | +16.7% | +6.0% | +18.4% |
| 1Y | +26.4% | +1.5% | +24.9% | +25.1% |
| 3Y | +72.5% | +56.3% | +16.3% | +55.5% |
| 5Y | +52.4% | +66.4% | -14.0% | +34.3% |
| All | +141.9% | +353.8% | -212.0% | +83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling