+62.4%
EWY vs DFNS
-99.6%
+162.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -18.3% | +16.4% | -1.7% |
| 7D | -8.3% | -27.7% | +19.4% | -8.0% |
| 30D | -20.5% | -58.0% | +37.4% | -19.9% |
| 3M | -11.1% | -94.0% | +82.9% | -9.2% |
| 6M | -7.0% | -94.6% | +87.6% | +3.1% |
| YTD | +56.5% | -99.4% | +155.9% | +85.0% |
| 1Y | +62.4% | -99.6% | +162.1% | +93.4% |
| All | +62.4% | -99.6% | +162.1% | +93.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 DFNS 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