+946.2%
EWY vs DRI
+3,802.7%
-2,856.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -16.8% |
| 3M | -11.6% | +5.4% | -17.1% | -13.5% |
| 6M | -23.4% | +18.8% | -42.2% | -28.0% |
| YTD | +52.0% | +28.4% | +23.7% | +39.0% |
| 1Y | +58.6% | +37.7% | +20.9% | +41.7% |
| 3Y | +163.3% | +68.0% | +95.4% | +117.1% |
| 5Y | +108.7% | +78.8% | +29.9% | +66.5% |
| 10Y | +237.8% | +334.2% | -96.4% | +81.9% |
| All | +946.2% | +3,802.7% | -2,856.5% | +184.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling