+946.2%
EWY vs DIS
+287.8%
+658.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.4% | +5.8% | +6.0% |
| 7D | -2.8% | +0.6% | -3.4% | -3.0% |
| 30D | -13.1% | +10.3% | -23.4% | -17.5% |
| 3M | -11.6% | +15.6% | -27.2% | -18.6% |
| 6M | -23.4% | +15.1% | -38.5% | -30.0% |
| YTD | +52.0% | +6.0% | +46.1% | +44.1% |
| 1Y | +58.6% | +5.7% | +52.9% | +50.0% |
| 3Y | +163.3% | +39.8% | +123.5% | +105.2% |
| 5Y | +108.7% | -23.9% | +132.5% | +118.2% |
| 10Y | +237.8% | +32.9% | +204.8% | +130.4% |
| All | +946.2% | +287.8% | +658.4% | +179.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling