+36.4%
EWZ vs DAR
+108.5%
-72.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.9% | -1.0% | +1.5% |
| 7D | +5.6% | -0.9% | +6.4% | +5.7% |
| 30D | +9.3% | +13.0% | -3.7% | +6.8% |
| 3M | +15.7% | +15.0% | +0.7% | +12.5% |
| 6M | +7.4% | +26.8% | -19.4% | +1.8% |
| YTD | +22.7% | +86.4% | -63.7% | +7.3% |
| 1Y | +36.4% | +115.1% | -78.7% | +17.1% |
| All | +36.4% | +108.5% | -72.1% | +17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling