+36.4%
EWZ vs DT
+0.4%
+36.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.1% | +5.1% | +1.9% |
| 7D | +5.6% | -4.9% | +10.4% | +5.5% |
| 30D | +9.3% | +2.7% | +6.6% | +9.2% |
| 3M | +15.7% | +20.0% | -4.3% | +15.8% |
| 6M | +7.4% | +28.0% | -20.6% | +8.3% |
| YTD | +22.7% | +16.0% | +6.7% | +23.3% |
| 1Y | +36.4% | +0.7% | +35.7% | +36.2% |
| All | +36.4% | +0.4% | +36.0% | +36.2% |
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