+1,236.8%
EWY vs DD
+327.1%
+909.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.4% | +4.3% | +4.4% |
| 7D | +4.8% | -3.5% | +8.3% | +6.5% |
| 30D | +11.7% | -10.3% | +22.0% | +17.4% |
| 3M | -7.4% | -7.5% | +0.1% | -3.7% |
| 6M | +40.6% | -8.0% | +48.6% | +47.0% |
| YTD | +94.3% | +10.5% | +83.8% | +86.8% |
| 1Y | +164.3% | +38.3% | +126.0% | +128.3% |
| 3Y | +221.0% | +42.5% | +178.5% | +165.2% |
| 5Y | +139.1% | +60.2% | +79.0% | +83.4% |
| 10Y | +298.8% | +68.9% | +229.9% | +174.6% |
| All | +1,236.8% | +327.1% | +909.8% | +436.5% |
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