+50.3%
EWZ vs DAR
+288.2%
-238.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.7% | -2.7% | +0.4% |
| 7D | +1.4% | -2.8% | +4.2% | +2.3% |
| 30D | -25.1% | -12.8% | -12.3% | -21.8% |
| 3M | -7.7% | -11.6% | +3.9% | -4.7% |
| 6M | -15.8% | -16.8% | +0.9% | -11.7% |
| YTD | +3.6% | +45.9% | -42.3% | -11.3% |
| 1Y | +5.5% | +61.5% | -56.0% | -13.0% |
| 3Y | +22.1% | +23.0% | -0.9% | +4.6% |
| 5Y | +58.3% | -35.8% | +94.2% | +68.2% |
| 10Y | +50.3% | +280.4% | -230.1% | -37.5% |
| All | +50.3% | +288.2% | -238.0% | -37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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