+294.8%
EWY vs DT
+103.5%
+191.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.6% | +6.2% | +4.9% |
| 7D | +4.8% | -3.3% | +8.1% | +5.5% |
| 30D | +11.7% | +2.0% | +9.6% | +11.0% |
| 3M | -7.4% | +20.0% | -27.4% | -11.3% |
| 6M | +40.6% | +39.3% | +1.3% | +29.0% |
| YTD | +94.3% | +19.8% | +74.5% | +83.6% |
| 1Y | +164.3% | +4.3% | +160.0% | +157.2% |
| 3Y | +221.0% | +7.7% | +213.3% | +204.9% |
| 5Y | +139.1% | -26.8% | +166.0% | +136.4% |
| All | +294.8% | +103.5% | +191.3% | +182.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling