+353.2%
EWZ vs DGX
+1,389.5%
-1,036.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +0.8% | +1.6% | -0.8% | +0.2% |
| 30D | -24.4% | +11.2% | -35.6% | -27.1% |
| 3M | -4.6% | +10.4% | -15.0% | -8.0% |
| 6M | -11.6% | +37.1% | -48.6% | -21.1% |
| YTD | +2.4% | +52.1% | -49.7% | -12.4% |
| 1Y | +2.1% | +40.7% | -38.6% | -10.3% |
| 3Y | +18.7% | +107.6% | -88.9% | -10.1% |
| 5Y | +54.2% | +90.6% | -36.4% | +18.2% |
| 10Y | +65.9% | +287.9% | -222.1% | -3.8% |
| All | +353.2% | +1,389.5% | -1,036.3% | +86.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling