+147.8%
EWY vs DFNS
-98.2%
+246.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.5% | +5.8% | +3.3% |
| 7D | -0.1% | -6.3% | +6.3% | 0.0% |
| 30D | +7.3% | -74.0% | +81.3% | +8.4% |
| 3M | -5.1% | -70.1% | +65.0% | +0.4% |
| 6M | +42.1% | -93.9% | +136.0% | +60.4% |
| YTD | +94.1% | -98.1% | +192.2% | +127.5% |
| 1Y | +147.8% | -98.3% | +246.1% | +182.5% |
| All | +147.8% | -98.2% | +246.0% | +182.5% |
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