+55.2%
EWZ vs DLR
+39.4%
+15.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +0.6% | -2.0% | +2.6% | +1.0% |
| 30D | -25.5% | +0.5% | -26.0% | -25.7% |
| 3M | -4.5% | -4.4% | -0.1% | -3.8% |
| 6M | -15.3% | -6.4% | -8.8% | -14.5% |
| YTD | +3.1% | +19.5% | -16.4% | -1.0% |
| 1Y | +1.2% | +10.5% | -9.3% | -1.3% |
| 3Y | +19.3% | +54.0% | -34.7% | +6.7% |
| All | +55.2% | +39.4% | +15.8% | +49.1% |
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