-9.7%
JD vs EWJ
+18.0%
-27.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.4% | +1.7% | +2.7% |
| 7D | +9.0% | -1.2% | +10.1% | +9.3% |
| 30D | +5.2% | -5.5% | +10.7% | +6.7% |
| 3M | -15.9% | -0.8% | -15.1% | -16.0% |
| 6M | -7.7% | +7.1% | -14.8% | -10.7% |
| YTD | +0.1% | +16.9% | -16.8% | -5.9% |
| 1Y | -9.7% | +18.2% | -27.9% | -15.3% |
| All | -9.7% | +18.0% | -27.7% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 1y: compounded portfolio wealth divided by compounded EWJ 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…
1y analysis · Full analysis span regression · 6 months rolling