-17.2%
DASH vs EWZ
+7.8%
-25.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.6% | +6.7% | +7.9% |
| 7D | +17.2% | -4.1% | +21.2% | +18.2% |
| 30D | +3.6% | -25.0% | +28.5% | +10.3% |
| 3M | -1.9% | -10.6% | +8.8% | +0.3% |
| 6M | +15.1% | -16.6% | +31.7% | +19.6% |
| YTD | -12.3% | +2.5% | -14.8% | -13.7% |
| 1Y | -17.2% | +8.1% | -25.3% | -26.8% |
| All | -17.2% | +7.8% | -25.0% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 1y: compounded portfolio wealth divided by compounded EWZ 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…
1y analysis · Full analysis span regression · 6 months rolling