+98.5%
EWY vs DG
-35.8%
+134.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.4% | -1.8% |
| 7D | +4.2% | +0.3% | +3.9% | +4.2% |
| 30D | -10.7% | +3.2% | -13.9% | -10.8% |
| 3M | -20.1% | +10.4% | -30.5% | -20.6% |
| 6M | -24.3% | +33.2% | -57.5% | -26.0% |
| YTD | +46.9% | +3.0% | +43.9% | +46.3% |
| 1Y | +55.2% | +31.2% | +24.0% | +52.5% |
| 3Y | +157.0% | +21.8% | +135.1% | +150.8% |
| All | +98.5% | -35.8% | +134.3% | +103.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling