+346.7%
EWZ vs DRI
+4,079.5%
-3,732.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.2% |
| 7D | -4.2% | +3.7% | -7.9% | -5.4% |
| 30D | -26.1% | +13.5% | -39.6% | -29.5% |
| 3M | -12.0% | +10.4% | -22.4% | -15.6% |
| 6M | -19.3% | +19.5% | -38.7% | -24.9% |
| YTD | +0.9% | +28.2% | -27.3% | -9.1% |
| 1Y | +3.4% | +31.0% | -27.6% | -7.8% |
| 3Y | +18.6% | +67.1% | -48.5% | -5.3% |
| 5Y | +56.6% | +74.7% | -18.1% | +20.5% |
| 10Y | +50.3% | +376.2% | -325.9% | -27.3% |
| All | +346.7% | +4,079.5% | -3,732.8% | +6.1% |
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