+57.8%
EWZ vs DRI
+74.0%
-16.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.9% |
| 7D | -1.5% | +2.8% | -4.3% | -2.1% |
| 30D | -24.5% | +13.3% | -37.8% | -26.6% |
| 3M | -10.7% | +8.2% | -18.9% | -12.5% |
| 6M | -19.1% | +17.5% | -36.6% | -22.4% |
| YTD | +1.6% | +26.9% | -25.3% | -4.9% |
| 1Y | +4.3% | +31.6% | -27.3% | -3.4% |
| 3Y | +19.0% | +67.0% | -48.0% | +1.3% |
| All | +57.8% | +74.0% | -16.2% | +31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling