+432.5%
EWZ vs DAR
+5,694.7%
-5,262.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.6% |
| 7D | +6.5% | +1.4% | +5.1% | +6.3% |
| 30D | +4.8% | +12.8% | -7.9% | +2.9% |
| 3M | +9.9% | +7.4% | +2.5% | +8.5% |
| 6M | +1.9% | +22.3% | -20.3% | -1.3% |
| YTD | +20.3% | +81.1% | -60.8% | +10.2% |
| 1Y | +35.6% | +106.5% | -70.9% | +21.6% |
| 3Y | +43.4% | +5.3% | +38.1% | +38.7% |
| 5Y | +55.9% | -11.5% | +67.5% | +52.6% |
| 10Y | +84.2% | +353.3% | -269.2% | +45.1% |
| All | +432.5% | +5,694.7% | -5,262.1% | +289.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling