-29.3%
DASH vs EWZ
+53.9%
-83.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -1.2% |
| 7D | -4.5% | +0.8% | -5.3% | -4.9% |
| 30D | -6.8% | -24.4% | +17.6% | +4.3% |
| 3M | -20.7% | -4.6% | -16.1% | -20.8% |
| 6M | +15.1% | -11.6% | +26.6% | +18.8% |
| YTD | -24.3% | +2.4% | -26.7% | -28.0% |
| 1Y | -12.1% | +2.1% | -14.2% | -16.6% |
| 3Y | +91.1% | +18.7% | +72.3% | +64.1% |
| All | -29.3% | +53.9% | -83.3% | -49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling