+147.9%
EWY vs DXCM
-14.6%
+162.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.6% | -2.0% |
| 7D | -10.2% | -3.7% | -6.6% | -10.0% |
| 30D | -21.5% | -5.0% | -16.5% | -21.2% |
| 3M | -14.7% | -8.8% | -5.9% | -14.1% |
| 6M | -26.8% | +31.9% | -58.7% | -29.1% |
| YTD | +43.2% | +20.4% | +22.7% | +40.2% |
| 1Y | +48.7% | +45.7% | +3.0% | +43.3% |
| 3Y | +147.9% | -15.0% | +163.0% | +137.6% |
| All | +147.9% | -14.6% | +162.6% | +137.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling