+147.9%
EWY vs DAR
+20.8%
+127.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.2% | -1.8% |
| 7D | -10.2% | -3.8% | -6.4% | -9.7% |
| 30D | -21.5% | -14.4% | -7.1% | -19.6% |
| 3M | -14.7% | -17.9% | +3.2% | -12.3% |
| 6M | -26.8% | -18.3% | -8.5% | -24.8% |
| YTD | +43.2% | +43.2% | -0.1% | +34.3% |
| 1Y | +48.7% | +57.7% | -9.0% | +37.4% |
| 3Y | +147.9% | +22.7% | +125.2% | +132.6% |
| All | +147.9% | +20.8% | +127.1% | +132.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling