+519.9%
EWT vs DRI
+4,290.5%
-3,770.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.1% | +5.7% | +5.8% |
| 7D | +3.2% | -0.7% | +3.9% | +3.4% |
| 30D | -12.3% | +14.7% | -27.0% | -15.2% |
| 3M | -3.6% | +5.4% | -9.0% | -5.1% |
| 6M | +3.1% | +18.8% | -15.7% | -1.8% |
| YTD | +57.7% | +28.4% | +29.3% | +47.0% |
| 1Y | +60.3% | +37.7% | +22.6% | +46.7% |
| 3Y | +163.4% | +68.0% | +95.4% | +126.7% |
| 5Y | +127.4% | +78.8% | +48.7% | +90.8% |
| 10Y | +462.7% | +334.2% | +128.5% | +244.9% |
| All | +519.9% | +4,290.5% | -3,770.6% | +137.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling