+65.5%
EWZ vs DD
+100.6%
-35.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.9% |
| 7D | +1.3% | +2.2% | -0.9% | +0.2% |
| 30D | -26.2% | +20.7% | -46.8% | -32.6% |
| 3M | -8.6% | +11.3% | -20.0% | -13.6% |
| 6M | -17.0% | +6.0% | -23.0% | -20.0% |
| YTD | +2.2% | +31.7% | -29.5% | -11.6% |
| 1Y | +2.7% | +32.2% | -29.6% | -11.5% |
| 3Y | +18.2% | +92.7% | -74.5% | -18.8% |
| 5Y | +56.0% | +72.1% | -16.1% | +10.0% |
| All | +65.5% | +100.6% | -35.1% | -12.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling