+55.0%
EWZ vs DLR
+33.9%
+21.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | +6.5% | +1.6% | +4.9% | +6.2% |
| 30D | +4.8% | -3.4% | +8.2% | +5.5% |
| 3M | +9.9% | +0.5% | +9.4% | +9.4% |
| 6M | +1.9% | +4.6% | -2.6% | +0.8% |
| YTD | +20.3% | +23.4% | -3.1% | +15.3% |
| 1Y | +35.6% | +19.0% | +16.6% | +30.6% |
| 3Y | +43.4% | +56.5% | -13.1% | +29.0% |
| All | +55.0% | +33.9% | +21.1% | +41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling