+432.5%
EWZ vs DD
+388.5%
+44.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.9% |
| 7D | +6.5% | -3.5% | +10.0% | +8.4% |
| 30D | +4.8% | -10.3% | +15.2% | +10.6% |
| 3M | +9.9% | -7.5% | +17.4% | +13.9% |
| 6M | +1.9% | -8.0% | +10.0% | +5.4% |
| YTD | +20.3% | +10.5% | +9.8% | +12.7% |
| 1Y | +35.6% | +38.3% | -2.7% | +12.3% |
| 3Y | +43.4% | +42.5% | +1.0% | +11.8% |
| 5Y | +55.9% | +60.2% | -4.2% | +10.3% |
| 10Y | +84.2% | +68.9% | +15.3% | +16.9% |
| All | +432.5% | +388.5% | +44.1% | +86.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling