+153.3%
EWY vs DRI
+68.4%
+84.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.9% |
| 7D | +6.7% | -4.8% | +11.5% | +8.0% |
| 30D | +17.0% | -3.9% | +20.9% | +18.1% |
| 3M | +3.7% | +5.1% | -1.4% | +2.0% |
| 6M | +42.5% | +5.5% | +37.0% | +39.6% |
| YTD | +96.2% | +16.5% | +79.8% | +86.3% |
| 1Y | +160.4% | +2.0% | +158.4% | +156.3% |
| 3Y | +231.7% | +54.5% | +177.2% | +180.0% |
| 5Y | +153.3% | +66.6% | +86.7% | +100.1% |
| All | +153.3% | +68.4% | +84.9% | +100.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling