+226.4%
EWY vs DT
+6.3%
+220.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.2% | +0.4% |
| 7D | +6.7% | -0.5% | +7.2% | +6.7% |
| 30D | +17.0% | +0.1% | +16.9% | +16.9% |
| 3M | +3.7% | +24.1% | -20.5% | +0.8% |
| 6M | +42.5% | +30.1% | +12.4% | +37.2% |
| YTD | +96.2% | +16.8% | +79.5% | +92.8% |
| 1Y | +160.4% | -0.1% | +160.5% | +165.0% |
| All | +226.4% | +6.3% | +220.2% | +216.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling