+148.7%
EWY vs DT
-27.6%
+176.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.6% |
| 3M | -5.1% | +26.5% | -31.6% | -9.7% |
| 6M | +42.1% | +35.9% | +6.1% | +32.3% |
| YTD | +94.1% | +17.8% | +76.3% | +85.6% |
| 1Y | +147.8% | +4.1% | +143.8% | +143.4% |
| 3Y | +222.9% | +5.3% | +217.6% | +210.3% |
| All | +148.7% | -27.6% | +176.3% | +132.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling