+1,236.8%
EWY vs DRI
+3,567.2%
-2,330.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.5% | +5.1% | +4.8% |
| 7D | +4.8% | +0.6% | +4.2% | +4.6% |
| 30D | +11.7% | +3.8% | +7.8% | +10.3% |
| 3M | -7.4% | +13.0% | -20.4% | -11.2% |
| 6M | +40.6% | +8.3% | +32.2% | +36.2% |
| YTD | +94.3% | +20.6% | +73.7% | +81.8% |
| 1Y | +164.3% | +6.5% | +157.8% | +155.9% |
| 3Y | +221.0% | +53.7% | +167.3% | +172.7% |
| 5Y | +139.1% | +72.7% | +66.4% | +93.2% |
| 10Y | +298.8% | +363.2% | -64.4% | +110.2% |
| All | +1,236.8% | +3,567.2% | -2,330.4% | +271.3% |
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 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