+164.3%
EWY vs DIA
+19.6%
+144.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.5% | +5.1% | +5.6% |
| 7D | +4.8% | -0.2% | +5.0% | +5.1% |
| 30D | +11.7% | -1.5% | +13.2% | +14.9% |
| 3M | -7.4% | +3.8% | -11.2% | -13.5% |
| 6M | +40.6% | +10.3% | +30.3% | +16.4% |
| YTD | +94.3% | +12.1% | +82.2% | +57.8% |
| 1Y | +164.3% | +18.6% | +145.6% | +107.0% |
| All | +164.3% | +19.6% | +144.7% | +107.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 1y: compounded portfolio wealth divided by compounded DIA 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…
1y analysis · Full analysis span regression · 6 months rolling