+19.5%
EWZ vs DT
-12.5%
+32.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.7% |
| 7D | +0.6% | -5.4% | +6.0% | +1.1% |
| 30D | -25.5% | -32.2% | +6.7% | -22.7% |
| 3M | -4.5% | -10.9% | +6.4% | -3.5% |
| 6M | -15.3% | +10.0% | -25.3% | -16.5% |
| YTD | +3.1% | +2.1% | +1.0% | +2.8% |
| 1Y | +1.2% | -5.5% | +6.7% | +2.2% |
| All | +19.5% | -12.5% | +32.0% | +18.8% |
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