+81.2%
EWZ vs DRI
+363.5%
-282.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | +6.5% | +0.6% | +5.9% | +6.3% |
| 30D | +4.8% | +3.8% | +1.0% | +3.3% |
| 3M | +9.9% | +13.0% | -3.1% | +4.9% |
| 6M | +1.9% | +8.3% | -6.4% | -1.6% |
| YTD | +20.3% | +20.6% | -0.3% | +11.4% |
| 1Y | +35.6% | +6.5% | +29.2% | +30.7% |
| 3Y | +43.4% | +53.7% | -10.3% | +18.5% |
| 5Y | +55.9% | +72.7% | -16.7% | +20.4% |
| All | +81.2% | +363.5% | -282.3% | +0.6% |
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