+222.9%
EWY vs DG
+4.6%
+218.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.3% | +2.0% | +3.2% |
| 7D | -0.1% | -6.5% | +6.4% | +0.2% |
| 30D | +7.3% | +4.2% | +3.1% | +7.1% |
| 3M | -5.1% | +9.5% | -14.6% | -5.9% |
| 6M | +42.1% | -13.1% | +55.2% | +42.4% |
| YTD | +94.1% | -4.8% | +99.0% | +94.2% |
| 1Y | +147.8% | +20.6% | +127.2% | +146.4% |
| 3Y | +222.9% | +4.9% | +218.0% | +226.4% |
| All | +222.9% | +4.6% | +218.3% | +226.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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