+60.8%
EWZ vs DLR
+179.9%
-119.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | +1.3% | +0.3% | +1.0% | +1.2% |
| 30D | -26.2% | +1.2% | -27.3% | -26.6% |
| 3M | -8.6% | -4.8% | -3.8% | -7.6% |
| 6M | -17.0% | -6.1% | -10.9% | -16.1% |
| YTD | +2.2% | +19.3% | -17.1% | -4.1% |
| 1Y | +2.7% | +10.0% | -7.3% | -1.3% |
| 3Y | +18.2% | +53.8% | -35.6% | -0.8% |
| 5Y | +56.0% | +39.1% | +16.9% | +34.1% |
| 10Y | +60.8% | +188.1% | -127.3% | -2.0% |
| All | +60.8% | +179.9% | -119.0% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 10y: compounded portfolio wealth divided by compounded DLR 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…
10y analysis · Full analysis span regression · 6 months rolling