+108.7%
EWY vs DRI
+78.6%
+30.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.1% | +6.1% | +6.2% |
| 7D | -2.8% | -0.7% | -2.1% | -2.6% |
| 30D | -13.1% | +14.7% | -27.8% | -16.1% |
| 3M | -11.6% | +5.4% | -17.1% | -13.0% |
| 6M | -23.4% | +18.8% | -42.2% | -27.3% |
| YTD | +52.0% | +28.4% | +23.7% | +40.4% |
| 1Y | +58.6% | +37.7% | +20.9% | +43.2% |
| 3Y | +163.3% | +68.0% | +95.4% | +116.3% |
| 5Y | +108.7% | +78.8% | +29.9% | +62.4% |
| All | +108.7% | +78.6% | +30.0% | +62.4% |
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