+253.0%
EWY vs DFNS
-99.9%
+352.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.6% | +4.0% | +4.6% |
| 7D | +4.8% | -16.0% | +20.8% | +4.8% |
| 30D | +11.7% | -77.7% | +89.4% | +11.6% |
| 3M | -7.4% | -77.2% | +69.8% | -7.2% |
| 6M | +40.6% | -95.2% | +135.7% | +40.7% |
| YTD | +94.3% | -98.0% | +192.2% | +94.2% |
| 1Y | +164.3% | -98.3% | +262.5% | +164.3% |
| 3Y | +221.0% | -99.9% | +320.9% | +220.2% |
| 5Y | +139.1% | -99.9% | +239.0% | +137.0% |
| All | +253.0% | -99.9% | +352.8% | +254.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling