+230.2%
EWY vs DXCM
-19.4%
+249.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.8% | +4.4% | +0.8% |
| 7D | +8.0% | -6.2% | +14.2% | +8.5% |
| 30D | +14.3% | -0.3% | +14.6% | +14.3% |
| 3M | +2.3% | +10.3% | -8.0% | +1.4% |
| 6M | +49.9% | +24.1% | +25.7% | +46.8% |
| YTD | +95.3% | +27.4% | +68.0% | +91.0% |
| 1Y | +161.7% | +8.4% | +153.4% | +158.5% |
| 3Y | +230.2% | -19.0% | +249.2% | +226.8% |
| All | +230.2% | -19.4% | +249.6% | +226.8% |
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