-5.9%
DASH vs EWZ
+33.8%
-39.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -0.9% |
| 7D | -2.8% | +1.3% | -4.1% | -3.2% |
| 30D | -9.3% | -26.2% | +16.9% | +2.6% |
| 3M | -15.1% | -8.6% | -6.4% | -13.3% |
| 6M | +8.7% | -17.0% | +25.8% | +15.8% |
| YTD | -21.3% | +2.2% | -23.5% | -24.8% |
| 1Y | -12.7% | +2.7% | -15.3% | -17.0% |
| 3Y | +103.8% | +18.2% | +85.6% | +77.1% |
| 5Y | -16.8% | +56.0% | -72.8% | -37.4% |
| All | -5.9% | +33.8% | -39.7% | -26.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling