+50.4%
EWZ vs DGX
+96.8%
-46.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.1% |
| 7D | +5.6% | -0.3% | +5.9% | +5.6% |
| 30D | +9.3% | -1.2% | +10.4% | +9.5% |
| 3M | +15.7% | +19.9% | -4.2% | +11.9% |
| 6M | +7.4% | +19.2% | -11.8% | +4.0% |
| YTD | +22.7% | +37.5% | -14.8% | +14.8% |
| 1Y | +36.4% | +31.3% | +5.1% | +28.9% |
| 3Y | +50.4% | +96.6% | -46.2% | +24.9% |
| All | +50.4% | +96.8% | -46.4% | +24.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling