+134.8%
EWY vs DIS
+41.5%
+93.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.4% | +4.5% | +4.1% |
| 7D | -10.4% | +5.2% | -15.6% | -11.0% |
| 30D | -25.4% | +11.5% | -36.9% | -26.6% |
| 3M | -16.5% | +11.5% | -28.0% | -18.0% |
| 6M | -24.7% | +8.9% | -33.6% | -25.6% |
| YTD | +40.9% | +3.4% | +37.5% | +39.9% |
| 1Y | +49.8% | +7.2% | +42.6% | +47.5% |
| 3Y | +134.8% | +43.3% | +91.5% | +120.6% |
| All | +134.8% | +41.5% | +93.3% | +120.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling