+209.9%
ON vs EWJ
+145.0%
+64.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.6% |
| 7D | +2.4% | +2.5% | -0.1% | -0.4% |
| 30D | -3.3% | +3.3% | -6.6% | -6.6% |
| 3M | -43.6% | +5.0% | -48.6% | -45.5% |
| 6M | +19.0% | +11.5% | +7.4% | +7.8% |
| YTD | +37.4% | +22.4% | +15.0% | +12.0% |
| 1Y | +54.8% | +30.2% | +24.6% | +18.3% |
| 3Y | -25.2% | +72.8% | -98.0% | -57.8% |
| 5Y | +62.7% | +54.1% | +8.6% | +8.6% |
| 10Y | +574.3% | +140.6% | +433.7% | +212.1% |
| All | +209.9% | +145.0% | +64.9% | +55.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling