+152.2%
EWJ vs DVA
+2,962.9%
-2,810.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.2% |
| 7D | +1.0% | +2.0% | -1.0% | +0.8% |
| 30D | +1.0% | -0.4% | +1.4% | +1.0% |
| 3M | +7.2% | -7.7% | +14.9% | +7.8% |
| 6M | +13.9% | +20.0% | -6.1% | +10.9% |
| YTD | +20.8% | +61.1% | -40.3% | +13.5% |
| 1Y | +26.4% | +33.9% | -7.5% | +21.1% |
| 3Y | +71.8% | +91.5% | -19.8% | +56.3% |
| 5Y | +49.9% | +41.8% | +8.1% | +38.8% |
| 10Y | +140.0% | +187.5% | -47.5% | +101.8% |
| All | +152.2% | +2,962.9% | -2,810.7% | +81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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