+57.8%
EWZ vs DAR
-41.1%
+98.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.9% |
| 7D | -1.5% | -9.9% | +8.5% | +0.9% |
| 30D | -24.5% | -16.4% | -8.1% | -21.5% |
| 3M | -10.7% | -17.1% | +6.4% | -7.3% |
| 6M | -19.1% | -20.5% | +1.4% | -15.3% |
| YTD | +1.6% | +39.4% | -37.8% | -8.1% |
| 1Y | +4.3% | +57.2% | -52.9% | -8.5% |
| 3Y | +19.0% | +13.9% | +5.1% | +9.2% |
| All | +57.8% | -41.1% | +98.9% | +83.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling