-12.7%
DASH vs EWZ
+3.0%
-15.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.1% |
| 7D | -2.8% | +1.3% | -4.1% | -3.0% |
| 30D | -9.3% | -26.2% | +16.9% | -3.1% |
| 3M | -15.1% | -8.6% | -6.4% | -13.5% |
| 6M | +8.7% | -17.0% | +25.8% | +13.3% |
| YTD | -21.3% | +2.2% | -23.5% | -21.7% |
| 1Y | -12.7% | +2.7% | -15.3% | -13.3% |
| All | -12.7% | +3.0% | -15.6% | -13.3% |
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