+12.4%
EWZ vs DT
+70.4%
-57.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.8% |
| 7D | -1.5% | -24.7% | +23.2% | +4.3% |
| 30D | -24.5% | -27.4% | +2.8% | -19.6% |
| 3M | -10.7% | -11.1% | +0.4% | -9.0% |
| 6M | -19.1% | +13.7% | -32.8% | -22.6% |
| YTD | +1.6% | +0.2% | +1.4% | -0.8% |
| 1Y | +4.3% | -5.7% | +10.0% | +3.1% |
| 3Y | +19.0% | -8.1% | +27.1% | +15.8% |
| 5Y | +57.7% | -43.1% | +100.7% | +68.3% |
| All | +12.4% | +70.4% | -57.9% | -27.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling