+229.5%
EWY vs DAR
+311.7%
-82.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.1% |
| 7D | +4.2% | +11.6% | -7.3% | +1.3% |
| 30D | -10.7% | -10.2% | -0.4% | -8.1% |
| 3M | -20.1% | -14.8% | -5.2% | -17.0% |
| 6M | -24.3% | -10.1% | -14.2% | -22.7% |
| YTD | +46.9% | +55.5% | -8.7% | +29.1% |
| 1Y | +55.2% | +61.7% | -6.5% | +34.7% |
| 3Y | +157.0% | +37.2% | +119.8% | +122.3% |
| 5Y | +98.9% | -26.9% | +125.8% | +100.8% |
| All | +229.5% | +311.7% | -82.2% | +78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 10y: compounded portfolio wealth divided by compounded DAR 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…
10y analysis · Full analysis span regression · 6 months rolling