+50.3%
EWZ vs DLR
+174.9%
-124.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.4% | -1.4% | +0.9% |
| 7D | +1.4% | +2.4% | -1.0% | +0.6% |
| 30D | -25.1% | +0.7% | -25.9% | -25.4% |
| 3M | -7.7% | -6.4% | -1.3% | -6.2% |
| 6M | -15.8% | -6.5% | -9.3% | -14.7% |
| YTD | +3.6% | +18.8% | -15.2% | -2.7% |
| 1Y | +5.5% | +9.0% | -3.6% | +1.6% |
| 3Y | +22.1% | +54.5% | -32.4% | +2.1% |
| 5Y | +58.3% | +35.8% | +22.5% | +37.2% |
| 10Y | +50.3% | +177.5% | -127.2% | -11.9% |
| All | +50.3% | +174.9% | -124.7% | -11.9% |
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