+84.1%
EWZ vs DLR
+163.6%
-79.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.8% |
| 7D | +5.6% | +3.4% | +2.2% | +4.5% |
| 30D | +9.3% | -2.2% | +11.5% | +9.9% |
| 3M | +15.7% | +4.7% | +11.0% | +13.3% |
| 6M | +7.4% | +9.0% | -1.6% | +4.0% |
| YTD | +22.7% | +24.1% | -1.5% | +13.8% |
| 1Y | +36.4% | +20.9% | +15.4% | +27.1% |
| 3Y | +50.4% | +60.0% | -9.6% | +24.2% |
| 5Y | +67.6% | +35.3% | +32.3% | +45.5% |
| 10Y | +84.1% | +165.8% | -81.7% | +12.3% |
| All | +84.1% | +163.6% | -79.5% | +12.3% |
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