+294.5%
EWY vs DT
+100.3%
+194.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.7% | +3.9% | +3.4% |
| 7D | -0.1% | -1.6% | +1.5% | +0.2% |
| 30D | +7.3% | +3.0% | +4.3% | +6.4% |
| 3M | -5.1% | +26.5% | -31.6% | -10.3% |
| 6M | +42.1% | +35.9% | +6.1% | +31.1% |
| YTD | +94.1% | +17.8% | +76.3% | +84.0% |
| 1Y | +147.8% | +4.1% | +143.8% | +141.3% |
| 3Y | +222.9% | +5.3% | +217.6% | +208.0% |
| 5Y | +150.6% | -27.2% | +177.8% | +147.8% |
| All | +294.5% | +100.3% | +194.3% | +183.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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