+50.3%
EWZ vs DRI
+370.8%
-320.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.5% | +1.5% |
| 7D | +1.4% | +3.1% | -1.7% | +0.3% |
| 30D | -25.1% | +16.2% | -41.3% | -29.0% |
| 3M | -7.7% | +8.4% | -16.1% | -10.7% |
| 6M | -15.8% | +19.0% | -34.8% | -21.4% |
| YTD | +3.6% | +28.8% | -25.2% | -6.5% |
| 1Y | +5.5% | +33.1% | -27.6% | -6.2% |
| 3Y | +22.1% | +70.8% | -48.7% | -3.1% |
| 5Y | +58.3% | +74.2% | -15.9% | +22.0% |
| 10Y | +50.3% | +345.5% | -295.2% | -6.6% |
| All | +50.3% | +370.8% | -320.5% | -6.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling