+228.4%
EWY vs DIS
+34.9%
+193.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.7% | +6.3% | +4.9% |
| 7D | +4.8% | -2.6% | +7.4% | +5.3% |
| 30D | +11.7% | +3.5% | +8.2% | +10.8% |
| 3M | -7.4% | +6.8% | -14.2% | -8.9% |
| 6M | +40.6% | +3.0% | +37.6% | +39.3% |
| YTD | +94.3% | -6.7% | +101.0% | +96.0% |
| 1Y | +164.3% | -10.1% | +174.4% | +168.5% |
| All | +228.4% | +34.9% | +193.5% | +195.0% |
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