+11.7%
DASH vs EWZ
+57.5%
-45.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.7% | -3.9% | -4.3% |
| 7D | -10.6% | +6.5% | -17.1% | -13.2% |
| 30D | +2.2% | +4.8% | -2.7% | -0.2% |
| 3M | +32.3% | +9.9% | +22.4% | +26.1% |
| 6M | +19.1% | +1.9% | +17.2% | +17.1% |
| YTD | -6.5% | +20.3% | -26.8% | -15.5% |
| 1Y | -14.9% | +35.6% | -50.5% | -27.8% |
| 3Y | +151.9% | +43.4% | +108.5% | +104.2% |
| 5Y | +9.4% | +55.9% | -46.5% | -16.3% |
| All | +11.7% | +57.5% | -45.8% | -17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling