+1,236.8%
EWY vs DAR
+4,866.9%
-3,630.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.9% | +5.5% | +4.7% |
| 7D | +4.8% | +1.4% | +3.5% | +4.6% |
| 30D | +11.7% | +12.8% | -1.1% | +10.2% |
| 3M | -7.4% | +7.4% | -14.8% | -8.2% |
| 6M | +40.6% | +22.3% | +18.3% | +37.4% |
| YTD | +94.3% | +81.1% | +13.2% | +82.6% |
| 1Y | +164.3% | +106.5% | +57.8% | +144.6% |
| 3Y | +221.0% | +5.3% | +215.7% | +213.1% |
| 5Y | +139.1% | -11.5% | +150.7% | +135.1% |
| 10Y | +298.8% | +353.3% | -54.5% | +234.8% |
| All | +1,236.8% | +4,866.9% | -3,630.0% | +1,004.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling