+5.7%
EWZ vs DG
+606.1%
-600.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.0% |
| 7D | +6.5% | +8.4% | -1.9% | +4.9% |
| 30D | +4.8% | +4.9% | -0.1% | +3.9% |
| 3M | +9.9% | +29.3% | -19.4% | +4.4% |
| 6M | +1.9% | -11.3% | +13.2% | +3.7% |
| YTD | +20.3% | +1.8% | +18.6% | +19.0% |
| 1Y | +35.6% | +25.3% | +10.3% | +28.2% |
| 3Y | +43.4% | +9.1% | +34.4% | +34.5% |
| 5Y | +55.9% | -34.9% | +90.8% | +61.0% |
| 10Y | +84.2% | +108.2% | -24.0% | +40.2% |
| All | +5.7% | +606.1% | -600.4% | -47.3% |
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