+164.3%
EWY vs DELL
+328.0%
-163.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.5% | +3.1% | +4.2% |
| 7D | +4.8% | +14.9% | -10.1% | +0.7% |
| 30D | +11.7% | +13.3% | -1.6% | +7.5% |
| 3M | -7.4% | +24.4% | -31.8% | -13.4% |
| 6M | +40.6% | +258.0% | -217.4% | +5.7% |
| YTD | +94.3% | +320.2% | -225.9% | +42.6% |
| 1Y | +164.3% | +319.1% | -154.8% | +97.2% |
| All | +164.3% | +328.0% | -163.7% | +97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DELL.
Daily Out/Under-Performance
Portfolio return minus DELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DELL 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 DELL 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