+157.0%
EWY vs DT
-11.4%
+168.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.8% |
| 7D | +4.2% | +3.1% | +1.1% | +3.9% |
| 30D | -10.7% | -29.5% | +18.9% | -8.1% |
| 3M | -20.1% | -11.7% | -8.3% | -19.3% |
| 6M | -24.3% | +29.0% | -53.3% | -27.0% |
| YTD | +46.9% | +3.4% | +43.5% | +46.2% |
| 1Y | +55.2% | -4.2% | +59.4% | +57.2% |
| 3Y | +157.0% | -12.8% | +169.8% | +158.9% |
| All | +157.0% | -11.4% | +168.3% | +158.9% |
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