+356.3%
EWZ vs DAR
+4,716.0%
-4,359.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.1% | -4.2% | +0.2% |
| 7D | +0.6% | +3.6% | -3.0% | +0.1% |
| 30D | -25.5% | -11.3% | -14.2% | -24.3% |
| 3M | -4.5% | -13.1% | +8.6% | -2.9% |
| 6M | -15.3% | -15.1% | -0.2% | -13.8% |
| YTD | +3.1% | +50.5% | -47.4% | -3.3% |
| 1Y | +1.2% | +57.9% | -56.7% | -5.8% |
| 3Y | +19.3% | +28.9% | -9.7% | +12.2% |
| 5Y | +52.3% | -31.4% | +83.7% | +54.3% |
| 10Y | +67.0% | +301.0% | -234.0% | +33.8% |
| All | +356.3% | +4,716.0% | -4,359.7% | +241.5% |
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 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