+161.6%
EWY vs DFNS
-100.0%
+261.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -19.4% | +17.7% | -1.6% |
| 7D | +10.4% | -12.7% | +23.1% | +10.4% |
| 30D | -12.7% | -65.2% | +52.5% | -12.7% |
| 3M | -17.3% | -94.6% | +77.2% | -17.4% |
| 6M | -18.6% | -96.2% | +77.7% | -18.4% |
| YTD | +49.5% | -99.6% | +149.1% | +49.5% |
| 1Y | +55.0% | -99.7% | +154.7% | +54.8% |
| All | +161.6% | -100.0% | +261.6% | +162.1% |
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