+303.5%
EWY vs DLR
+177.5%
+126.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.7% | +1.5% | +2.6% |
| 7D | -0.1% | +0.1% | -0.2% | -0.1% |
| 30D | +7.3% | -4.3% | +11.6% | +9.0% |
| 3M | -5.1% | +3.8% | -9.0% | -6.7% |
| 6M | +42.1% | +5.8% | +36.2% | +39.2% |
| YTD | +94.1% | +23.5% | +70.6% | +80.5% |
| 1Y | +147.8% | +11.1% | +136.7% | +138.4% |
| 3Y | +222.9% | +57.9% | +165.0% | +172.6% |
| 5Y | +150.6% | +44.0% | +106.7% | +113.6% |
| All | +303.5% | +177.5% | +126.0% | +163.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 10y: compounded portfolio wealth divided by compounded DLR 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…
10y analysis · Full analysis span regression · 6 months rolling