+222.9%
EWY vs DELL
+737.0%
-514.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +12.0% | -8.7% | +0.5% |
| 7D | -0.1% | +8.2% | -8.3% | -2.0% |
| 30D | +7.3% | +17.1% | -9.8% | +3.0% |
| 3M | -5.1% | +45.2% | -50.3% | -13.4% |
| 6M | +42.1% | +286.8% | -244.7% | +6.0% |
| YTD | +94.1% | +354.8% | -260.7% | +39.9% |
| 1Y | +147.8% | +358.3% | -210.4% | +77.6% |
| 3Y | +222.9% | +724.9% | -502.0% | +85.1% |
| All | +222.9% | +737.0% | -514.0% | +85.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling