+62.4%
EWY vs DOW
+50.2%
+12.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.3% | -2.5% |
| 7D | -8.3% | -4.2% | -4.1% | -9.0% |
| 30D | -20.5% | +14.7% | -35.2% | -18.3% |
| 3M | -11.1% | +9.1% | -20.2% | -9.1% |
| 6M | -7.0% | -17.7% | +10.6% | -7.9% |
| YTD | +56.5% | +44.6% | +11.9% | +40.7% |
| 1Y | +62.4% | +51.9% | +10.5% | +45.1% |
| All | +62.4% | +50.2% | +12.2% | +45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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