+52.1%
EWZ vs DT
-39.3%
+91.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.2% |
| 7D | +0.1% | +2.7% | -2.7% | -0.3% |
| 30D | -25.9% | -30.4% | +4.5% | -22.6% |
| 3M | -6.1% | -9.4% | +3.3% | -5.3% |
| 6M | -16.1% | +14.5% | -30.6% | -18.1% |
| YTD | +1.0% | +3.6% | -2.6% | -0.5% |
| 1Y | 0.0% | -3.4% | +3.4% | -0.5% |
| 3Y | +16.8% | -11.1% | +27.9% | +16.3% |
| 5Y | +52.1% | -39.5% | +91.5% | +65.2% |
| All | +52.1% | -39.3% | +91.4% | +65.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling