+229.5%
EWY vs DRI
+331.7%
-102.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.9% |
| 7D | +4.2% | +1.1% | +3.2% | +4.0% |
| 30D | -10.7% | +9.7% | -20.4% | -12.8% |
| 3M | -20.1% | +3.2% | -23.2% | -21.0% |
| 6M | -24.3% | +20.6% | -44.9% | -28.4% |
| YTD | +46.9% | +28.3% | +18.6% | +36.3% |
| 1Y | +55.2% | +34.5% | +20.7% | +42.1% |
| 3Y | +157.0% | +66.5% | +90.4% | +118.8% |
| 5Y | +98.9% | +79.6% | +19.2% | +63.9% |
| All | +229.5% | +331.7% | -102.2% | +116.7% |
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