+147.8%
EWY vs DELL
+359.9%
-212.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +12.0% | -8.7% | 0.0% |
| 7D | -0.1% | +8.2% | -8.3% | -2.3% |
| 30D | +7.3% | +17.1% | -9.8% | +2.4% |
| 3M | -5.1% | +45.2% | -50.3% | -14.7% |
| 6M | +42.1% | +286.8% | -244.7% | +4.4% |
| YTD | +94.1% | +354.8% | -260.7% | +39.3% |
| 1Y | +147.8% | +358.3% | -210.4% | +81.4% |
| All | +147.8% | +359.9% | -212.1% | +81.4% |
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