-12.0%
DASH vs EWZ
+2.4%
-14.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.3% |
| 7D | +0.4% | -1.5% | +1.9% | +0.8% |
| 30D | -6.0% | -24.5% | +18.5% | -0.1% |
| 3M | -15.8% | -10.7% | -5.1% | -13.8% |
| 6M | +7.0% | -19.1% | +26.1% | +12.1% |
| YTD | -20.7% | +1.6% | -22.3% | -21.0% |
| All | -12.0% | +2.4% | -14.4% | -12.5% |
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