+910.6%
EWY vs DD
+399.1%
+511.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.5% |
| 7D | +4.2% | +5.0% | -0.7% | +1.9% |
| 30D | -10.7% | +19.7% | -30.4% | -17.7% |
| 3M | -20.1% | +7.2% | -27.3% | -22.6% |
| 6M | -24.3% | +1.0% | -25.3% | -24.5% |
| YTD | +46.9% | +29.1% | +17.8% | +31.5% |
| 1Y | +55.2% | +28.5% | +26.7% | +39.1% |
| 3Y | +157.0% | +89.4% | +67.5% | +87.0% |
| 5Y | +98.9% | +67.1% | +31.7% | +50.1% |
| 10Y | +226.3% | +97.5% | +128.8% | +109.1% |
| All | +910.6% | +399.1% | +511.5% | +277.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling