+303.5%
EWY vs DRI
+353.8%
-50.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.1% | +2.1% | +3.0% |
| 7D | -0.1% | -3.2% | +3.1% | +0.7% |
| 30D | +7.3% | -7.8% | +15.1% | +9.4% |
| 3M | -5.1% | +0.4% | -5.5% | -5.5% |
| 6M | +42.1% | +4.8% | +37.2% | +39.6% |
| YTD | +94.1% | +16.7% | +77.4% | +85.2% |
| 1Y | +147.8% | +1.5% | +146.4% | +144.4% |
| 3Y | +222.9% | +56.3% | +166.7% | +180.4% |
| 5Y | +150.6% | +66.4% | +84.2% | +111.3% |
| All | +303.5% | +353.8% | -50.3% | +179.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling