+62.4%
EWY vs DTE
+5.6%
+56.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.4% | -4.3% | -1.2% |
| 7D | -8.3% | +4.2% | -12.5% | -7.2% |
| 30D | -20.5% | +10.0% | -30.5% | -18.7% |
| 3M | -11.1% | -2.1% | -9.0% | -11.4% |
| 6M | -7.0% | -4.7% | -2.4% | -7.2% |
| YTD | +56.5% | +9.3% | +47.2% | +47.7% |
| 1Y | +62.4% | +6.6% | +55.8% | +54.4% |
| All | +62.4% | +5.6% | +56.9% | +54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 1y: compounded portfolio wealth divided by compounded DTE 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…
1y analysis · Full analysis span regression · 6 months rolling