+58.6%
EWY vs DIS
+7.8%
+50.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.4% | +5.8% | +6.2% |
| 7D | -2.8% | +0.6% | -3.4% | -2.9% |
| 30D | -13.1% | +10.3% | -23.4% | -13.0% |
| 3M | -11.6% | +15.6% | -27.2% | -12.0% |
| 6M | -23.4% | +15.1% | -38.5% | -22.7% |
| YTD | +52.0% | +6.0% | +46.1% | +52.8% |
| 1Y | +58.6% | +5.7% | +52.9% | +59.8% |
| All | +58.6% | +7.8% | +50.8% | +59.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling