+206.4%
EWY vs DBX
+16.6%
+189.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +1.1% |
| 7D | +8.0% | -1.3% | +9.3% | +8.2% |
| 30D | +14.3% | -2.9% | +17.2% | +14.7% |
| 3M | +2.3% | +23.8% | -21.5% | -2.7% |
| 6M | +49.9% | +26.2% | +23.7% | +41.2% |
| YTD | +95.3% | +21.6% | +73.7% | +85.1% |
| 1Y | +161.7% | +11.4% | +150.3% | +151.8% |
| 3Y | +230.2% | +21.3% | +208.9% | +204.4% |
| 5Y | +148.1% | +6.7% | +141.5% | +129.2% |
| All | +206.4% | +16.6% | +189.8% | +147.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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