+308.8%
EWY vs DXCM
+253.0%
+55.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.2% | +0.6% |
| 7D | +6.7% | -6.5% | +13.1% | +7.5% |
| 30D | +17.0% | -4.3% | +21.3% | +17.5% |
| 3M | +3.7% | +7.3% | -3.6% | +2.3% |
| 6M | +42.5% | +22.0% | +20.5% | +38.1% |
| YTD | +96.2% | +26.4% | +69.9% | +89.3% |
| 1Y | +160.4% | +7.0% | +153.4% | +155.4% |
| 3Y | +231.7% | -19.6% | +251.3% | +225.2% |
| 5Y | +153.3% | -39.3% | +192.6% | +150.5% |
| 10Y | +308.8% | +260.9% | +47.9% | +264.2% |
| All | +308.8% | +253.0% | +55.8% | +264.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 10y: compounded portfolio wealth divided by compounded DXCM 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…
10y analysis · Full analysis span regression · 6 months rolling