+1,193.7%
EWY vs DGX
+1,983.1%
-789.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.8% | -2.4% | -3.7% |
| 7D | +1.2% | -3.5% | +4.7% | +2.2% |
| 30D | +9.3% | -2.7% | +12.0% | +10.1% |
| 3M | +2.4% | +13.9% | -11.5% | -1.7% |
| 6M | +40.3% | +16.0% | +24.3% | +33.3% |
| YTD | +88.0% | +34.9% | +53.1% | +70.5% |
| 1Y | +143.8% | +30.6% | +113.3% | +122.6% |
| 3Y | +217.8% | +93.0% | +124.8% | +154.2% |
| 5Y | +142.7% | +64.4% | +78.3% | +101.2% |
| 10Y | +291.7% | +248.1% | +43.6% | +150.6% |
| All | +1,193.7% | +1,983.1% | -789.4% | +553.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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