+62.4%
EWY vs DD
+49.3%
+13.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -0.6% |
| 7D | -8.3% | +8.7% | -17.0% | -14.1% |
| 30D | -20.5% | +15.3% | -35.9% | -29.1% |
| 3M | -11.1% | +5.9% | -17.0% | -15.1% |
| 6M | -7.0% | +11.6% | -18.6% | -13.5% |
| YTD | +56.5% | +26.5% | +29.9% | +38.0% |
| 1Y | +62.4% | +35.4% | +27.0% | +39.5% |
| All | +62.4% | +49.3% | +13.1% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling