+49.5%
EWZ vs DT
+8.9%
+40.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.5% |
| 7D | +6.5% | -3.3% | +9.8% | +6.8% |
| 30D | +4.8% | +2.0% | +2.8% | +4.5% |
| 3M | +9.9% | +20.0% | -10.1% | +7.4% |
| 6M | +1.9% | +39.3% | -37.3% | -2.5% |
| YTD | +20.3% | +19.8% | +0.6% | +17.7% |
| 1Y | +35.6% | +4.3% | +31.3% | +35.8% |
| All | +49.5% | +8.9% | +40.6% | +43.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling