+35.6%
EWZ vs DD
+41.5%
-5.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | +6.5% | -3.5% | +10.0% | +7.6% |
| 30D | +4.8% | -10.3% | +15.2% | +8.2% |
| 3M | +9.9% | -7.5% | +17.4% | +12.2% |
| 6M | +1.9% | -8.0% | +10.0% | +3.2% |
| YTD | +20.3% | +10.5% | +9.8% | +18.0% |
| 1Y | +35.6% | +38.3% | -2.7% | +27.3% |
| All | +35.6% | +41.5% | -5.9% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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