-23.4%
EWY vs DIS
+11.6%
-35.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.4% | +5.8% | +6.4% |
| 7D | -2.8% | +0.6% | -3.4% | -2.7% |
| 30D | -13.1% | +10.3% | -23.4% | -8.2% |
| 3M | -11.6% | +15.6% | -27.2% | -4.2% |
| 6M | -23.4% | +15.1% | -38.5% | -14.2% |
| All | -23.4% | +11.6% | -35.0% | -14.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling