-9.0%
EWZ vs DG
+628.1%
-637.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.2% | +1.6% |
| 7D | +1.4% | +0.7% | +0.7% | +1.2% |
| 30D | -25.1% | +7.4% | -32.5% | -26.2% |
| 3M | -7.7% | +8.5% | -16.2% | -9.3% |
| 6M | -15.8% | +21.9% | -37.7% | -19.4% |
| YTD | +3.6% | +4.9% | -1.3% | +1.7% |
| 1Y | +5.5% | +40.4% | -34.9% | -2.5% |
| 3Y | +22.1% | +23.5% | -1.4% | +11.4% |
| 5Y | +58.3% | -32.3% | +90.6% | +62.1% |
| 10Y | +50.3% | +119.3% | -69.0% | +13.0% |
| All | -9.0% | +628.1% | -637.0% | -54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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