+918.6%
EWY vs DLR
+3,617.4%
-2,698.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.3% |
| 7D | +8.0% | +3.4% | +4.6% | +6.5% |
| 30D | +14.3% | -2.2% | +16.6% | +15.5% |
| 3M | +2.3% | +4.7% | -2.4% | -0.2% |
| 6M | +49.9% | +9.0% | +40.8% | +44.3% |
| YTD | +95.3% | +24.1% | +71.2% | +78.1% |
| 1Y | +161.7% | +20.9% | +140.8% | +140.5% |
| 3Y | +230.2% | +60.0% | +170.1% | +164.7% |
| 5Y | +148.1% | +35.3% | +112.8% | +106.7% |
| 10Y | +293.2% | +165.8% | +127.4% | +128.7% |
| All | +918.6% | +3,617.4% | -2,698.8% | +94.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling