+347.0%
EWZ vs DAR
+4,820.9%
-4,473.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.2% | -4.2% | -2.3% |
| 7D | +0.1% | +9.2% | -9.1% | -1.2% |
| 30D | -25.9% | -12.3% | -13.6% | -24.6% |
| 3M | -6.1% | -12.7% | +6.6% | -4.6% |
| 6M | -16.1% | -12.8% | -3.3% | -14.9% |
| YTD | +1.0% | +53.8% | -52.8% | -5.6% |
| 1Y | 0.0% | +60.3% | -60.3% | -7.1% |
| 3Y | +16.8% | +31.7% | -14.9% | +9.5% |
| 5Y | +52.1% | -27.7% | +79.8% | +53.0% |
| 10Y | +63.6% | +309.8% | -246.2% | +30.7% |
| All | +347.0% | +4,820.9% | -4,473.9% | +233.5% |
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