+54.8%
ON vs EWJ
+31.1%
+23.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.4% |
| 7D | +2.4% | +2.5% | -0.1% | -1.3% |
| 30D | -3.3% | +3.3% | -6.6% | -7.7% |
| 3M | -43.6% | +5.0% | -48.6% | -46.4% |
| 6M | +19.0% | +11.5% | +7.4% | +5.7% |
| YTD | +37.4% | +22.4% | +15.0% | +7.9% |
| 1Y | +54.8% | +30.2% | +24.6% | +13.5% |
| All | +54.8% | +31.1% | +23.6% | +13.5% |
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