+237.8%
EWY vs DIS
+33.6%
+204.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.4% | +5.8% | +6.1% |
| 7D | -2.8% | +0.6% | -3.4% | -2.9% |
| 30D | -13.1% | +10.3% | -23.4% | -16.0% |
| 3M | -11.6% | +15.6% | -27.2% | -16.2% |
| 6M | -23.4% | +15.1% | -38.5% | -27.6% |
| YTD | +52.0% | +6.0% | +46.1% | +47.3% |
| 1Y | +58.6% | +5.7% | +52.9% | +53.5% |
| 3Y | +163.3% | +39.8% | +123.5% | +123.1% |
| 5Y | +108.7% | -23.9% | +132.5% | +119.3% |
| 10Y | +237.8% | +32.9% | +204.8% | +169.8% |
| All | +237.8% | +33.6% | +204.2% | +169.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DIS.
Daily Out/Under-Performance
Portfolio return minus DIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIS 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 10y: compounded portfolio wealth divided by compounded DIS 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…
10y analysis · Full analysis span regression · 6 months rolling