+307.4%
EWZ vs DLR
+3,340.7%
-3,033.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -1.5% | -3.6% | +2.1% | 0.0% |
| 30D | -24.5% | -3.5% | -21.0% | -23.6% |
| 3M | -10.7% | -8.9% | -1.8% | -7.6% |
| 6M | -19.1% | -11.6% | -7.5% | -15.8% |
| YTD | +1.6% | +14.9% | -13.3% | -5.8% |
| 1Y | +4.3% | +6.4% | -2.1% | -0.2% |
| 3Y | +19.0% | +47.3% | -28.3% | -5.0% |
| 5Y | +57.7% | +32.8% | +24.9% | +26.4% |
| 10Y | +51.3% | +169.6% | -118.2% | -19.0% |
| All | +307.4% | +3,340.7% | -3,033.3% | -24.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling