+142.7%
EWY vs DD
+57.4%
+85.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.7% | -4.0% |
| 7D | +1.2% | -2.9% | +4.1% | +2.6% |
| 30D | +9.3% | -11.5% | +20.8% | +15.6% |
| 3M | +2.4% | -5.4% | +7.8% | +5.4% |
| 6M | +40.3% | -6.9% | +47.2% | +46.1% |
| YTD | +88.0% | +6.9% | +81.1% | +85.2% |
| 1Y | +143.8% | +35.6% | +108.2% | +117.4% |
| 3Y | +217.8% | +42.5% | +175.2% | +170.5% |
| 5Y | +142.7% | +58.5% | +84.3% | +92.2% |
| All | +142.7% | +57.4% | +85.4% | +92.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling