+226.4%
EWY vs DFNS
-99.9%
+326.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.6% | +5.1% | +0.5% |
| 7D | +6.7% | +4.6% | +2.0% | +6.7% |
| 30D | +17.0% | -73.9% | +90.8% | +16.9% |
| 3M | +3.7% | -71.7% | +75.4% | +3.9% |
| 6M | +42.5% | -94.6% | +137.1% | +42.6% |
| YTD | +96.2% | -98.1% | +194.3% | +96.1% |
| 1Y | +160.4% | -98.3% | +258.7% | +160.4% |
| All | +226.4% | -99.9% | +326.3% | +217.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling