+869.8%
EWY vs DIS
+278.4%
+591.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.4% | +4.5% | +4.3% |
| 7D | -10.4% | +5.2% | -15.6% | -12.7% |
| 30D | -25.4% | +11.5% | -36.9% | -29.6% |
| 3M | -16.5% | +11.5% | -28.0% | -21.7% |
| 6M | -24.7% | +8.9% | -33.6% | -29.3% |
| YTD | +40.9% | +3.4% | +37.5% | +35.2% |
| 1Y | +49.8% | +7.2% | +42.6% | +40.5% |
| 3Y | +134.8% | +43.3% | +91.5% | +79.8% |
| 5Y | +91.4% | -31.4% | +122.9% | +111.4% |
| 10Y | +204.3% | +37.1% | +167.2% | +103.1% |
| All | +869.8% | +278.4% | +591.3% | +161.9% |
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