+138.6%
EWJ vs DRI
+5,501.8%
-5,363.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +4.0% | +1.1% | +2.9% | +3.8% |
| 30D | -4.3% | +9.7% | -14.0% | -6.1% |
| 3M | -6.8% | +3.2% | -10.0% | -7.6% |
| 6M | -0.9% | +20.6% | -21.5% | -5.0% |
| YTD | +14.3% | +28.3% | -14.0% | +7.8% |
| 1Y | +15.3% | +34.5% | -19.2% | +7.6% |
| 3Y | +65.6% | +66.5% | -0.9% | +46.4% |
| 5Y | +47.5% | +79.6% | -32.2% | +27.1% |
| 10Y | +126.2% | +333.8% | -207.6% | +50.9% |
| All | +138.6% | +5,501.8% | -5,363.2% | -7.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling