+450.8%
EWY vs DG
+577.8%
-126.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.0% | +4.6% | +1.2% |
| 7D | +8.0% | -2.5% | +10.5% | +8.5% |
| 30D | +14.3% | +1.0% | +13.3% | +14.0% |
| 3M | +2.3% | +20.3% | -18.0% | -1.5% |
| 6M | +49.9% | -11.7% | +61.6% | +52.0% |
| YTD | +95.3% | -2.3% | +97.7% | +94.8% |
| 1Y | +161.7% | +20.0% | +141.7% | +150.9% |
| 3Y | +230.2% | +7.2% | +222.9% | +212.2% |
| 5Y | +148.1% | -37.9% | +186.1% | +159.2% |
| 10Y | +293.2% | +107.3% | +185.9% | +209.4% |
| All | +450.8% | +577.8% | -126.9% | +184.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling