+147.8%
EWY vs DIA
+16.9%
+131.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.0% | +2.3% | +1.4% |
| 7D | -0.1% | -1.6% | +1.5% | +2.9% |
| 30D | +7.3% | -2.0% | +9.3% | +11.4% |
| 3M | -5.1% | +3.6% | -8.8% | -11.6% |
| 6M | +42.1% | +11.5% | +30.5% | +16.7% |
| YTD | +94.1% | +10.4% | +83.8% | +61.6% |
| 1Y | +147.8% | +15.6% | +132.3% | +96.9% |
| All | +147.8% | +16.9% | +131.0% | +96.9% |
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