+229.5%
EWY vs DIS
+32.4%
+197.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -2.0% |
| 7D | +4.2% | +1.9% | +2.3% | +3.6% |
| 30D | -10.7% | +9.2% | -19.8% | -13.3% |
| 3M | -20.1% | +13.5% | -33.6% | -23.7% |
| 6M | -24.3% | +14.3% | -38.6% | -28.3% |
| YTD | +46.9% | +5.4% | +41.5% | +42.5% |
| 1Y | +55.2% | +12.2% | +43.0% | +47.1% |
| 3Y | +157.0% | +37.2% | +119.8% | +119.3% |
| 5Y | +98.9% | -23.1% | +122.0% | +108.1% |
| All | +229.5% | +32.4% | +197.2% | +164.5% |
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