+55.2%
EWY vs DXCM
+40.8%
+14.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.4% | -4.2% | -1.8% |
| 7D | +4.2% | +4.9% | -0.7% | +4.1% |
| 30D | -10.7% | -0.2% | -10.5% | -10.4% |
| 3M | -20.1% | -8.9% | -11.2% | -19.6% |
| 6M | -24.3% | +42.3% | -66.6% | -28.1% |
| YTD | +46.9% | +25.6% | +21.3% | +47.2% |
| 1Y | +55.2% | +39.5% | +15.7% | +50.2% |
| All | +55.2% | +40.8% | +14.4% | +50.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling