+199.8%
EWT vs DRI
+54.2%
+145.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.4% |
| 7D | +2.1% | -4.8% | +7.0% | +2.9% |
| 30D | +9.4% | -3.9% | +13.3% | +10.0% |
| 3M | +10.9% | +5.1% | +5.8% | +9.6% |
| 6M | +57.9% | +5.5% | +52.4% | +55.8% |
| YTD | +75.9% | +16.5% | +59.4% | +69.8% |
| 1Y | +89.7% | +2.0% | +87.7% | +87.7% |
| All | +199.8% | +54.2% | +145.7% | +168.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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