+153.3%
EWY vs DAR
-8.0%
+161.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | +6.7% | -0.2% | +6.8% | +6.7% |
| 30D | +17.0% | +7.4% | +9.5% | +15.1% |
| 3M | +3.7% | +15.7% | -12.0% | +0.2% |
| 6M | +42.5% | +30.0% | +12.5% | +34.1% |
| YTD | +96.2% | +87.5% | +8.7% | +71.2% |
| 1Y | +160.4% | +113.4% | +47.0% | +120.1% |
| 3Y | +231.7% | +15.3% | +216.4% | +213.5% |
| 5Y | +153.3% | -4.3% | +157.6% | +139.1% |
| All | +153.3% | -8.0% | +161.3% | +139.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling