+8.1%
EWZ vs DGX
+45.0%
-36.9%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.5% | -1.9% | +1.7% |
| 7D | -4.1% | +4.1% | -8.2% | -4.0% |
| 30D | -25.0% | +10.5% | -35.5% | -24.9% |
| 3M | -10.6% | +9.8% | -20.4% | -10.5% |
| 6M | -16.6% | +34.6% | -51.2% | -17.0% |
| YTD | +2.5% | +49.8% | -47.3% | +0.2% |
| 1Y | +8.1% | +46.0% | -38.0% | +8.0% |
| All | +8.1% | +45.0% | -36.9% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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