+157.0%
EWY vs DRI
+68.2%
+88.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.8% |
| 7D | +4.2% | +1.1% | +3.2% | +4.1% |
| 30D | -10.7% | +9.7% | -20.4% | -11.6% |
| 3M | -20.1% | +3.2% | -23.2% | -20.3% |
| 6M | -24.3% | +20.6% | -44.9% | -26.4% |
| YTD | +46.9% | +28.3% | +18.6% | +40.7% |
| 1Y | +55.2% | +34.5% | +20.7% | +47.3% |
| 3Y | +157.0% | +66.5% | +90.4% | +131.3% |
| All | +157.0% | +68.2% | +88.7% | +131.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling