+4.1%
EWZ vs DT
-7.6%
+11.8%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.7% | +1.9% |
| 7D | +1.4% | -20.2% | +21.6% | +2.0% |
| 30D | -25.1% | -30.8% | +5.7% | -24.5% |
| 3M | -7.7% | -10.2% | +2.5% | -6.7% |
| 6M | -15.8% | +8.0% | -23.9% | -15.0% |
| YTD | +3.6% | +1.5% | +2.2% | +5.5% |
| All | +4.1% | -7.6% | +11.8% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 1y: compounded portfolio wealth divided by compounded DT 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…
1y analysis · Full analysis span regression · 6 months rolling