+349.8%
EWZ vs DRI
+4,037.1%
-3,687.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.0% |
| 7D | -1.5% | +2.8% | -4.3% | -2.5% |
| 30D | -24.5% | +13.3% | -37.8% | -27.9% |
| 3M | -10.7% | +8.2% | -18.9% | -13.6% |
| 6M | -19.1% | +17.5% | -36.6% | -24.3% |
| YTD | +1.6% | +26.9% | -25.3% | -8.1% |
| 1Y | +4.3% | +31.6% | -27.3% | -7.1% |
| 3Y | +19.0% | +67.0% | -48.0% | -5.0% |
| 5Y | +57.7% | +72.9% | -15.2% | +21.7% |
| 10Y | +51.3% | +371.3% | -320.0% | -26.5% |
| All | +349.8% | +4,037.1% | -3,687.3% | +7.2% |
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