+314.1%
EWY vs DG
+614.5%
-300.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.4% | -1.7% |
| 7D | +4.2% | +0.3% | +3.9% | +4.2% |
| 30D | -10.7% | +3.2% | -13.9% | -11.3% |
| 3M | -20.1% | +10.4% | -30.5% | -21.7% |
| 6M | -24.3% | +33.2% | -57.5% | -28.6% |
| YTD | +46.9% | +3.0% | +43.9% | +44.7% |
| 1Y | +55.2% | +31.2% | +24.0% | +46.2% |
| 3Y | +157.0% | +21.8% | +135.1% | +136.5% |
| 5Y | +98.9% | -35.0% | +133.8% | +105.6% |
| 10Y | +226.3% | +106.0% | +120.3% | +156.9% |
| All | +314.1% | +614.5% | -300.4% | +111.0% |
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