+303.5%
EWY vs DD
+66.6%
+236.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.3% | +3.5% | +3.4% |
| 7D | -0.1% | -3.5% | +3.4% | +1.5% |
| 30D | +7.3% | -11.7% | +19.0% | +13.4% |
| 3M | -5.1% | -9.2% | +4.1% | -0.9% |
| 6M | +42.1% | -7.2% | +49.2% | +47.9% |
| YTD | +94.1% | +6.6% | +87.5% | +90.4% |
| 1Y | +147.8% | +32.0% | +115.8% | +121.1% |
| 3Y | +222.9% | +42.1% | +180.8% | +171.5% |
| 5Y | +150.6% | +58.1% | +92.6% | +96.8% |
| All | +303.5% | +66.6% | +236.9% | +170.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling