+19.0%
EWZ vs DRI
+66.4%
-47.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.8% |
| 7D | -1.5% | +2.8% | -4.3% | -1.9% |
| 30D | -24.5% | +13.3% | -37.8% | -25.9% |
| 3M | -10.7% | +8.2% | -18.9% | -11.8% |
| 6M | -19.1% | +17.5% | -36.6% | -21.4% |
| YTD | +1.6% | +26.9% | -25.3% | -3.2% |
| 1Y | +4.3% | +31.6% | -27.3% | -1.4% |
| 3Y | +19.0% | +67.0% | -48.0% | +5.4% |
| All | +19.0% | +66.4% | -47.5% | +5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling