+33.1%
EWZ vs DT
+103.5%
-70.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.4% |
| 7D | +6.5% | -3.3% | +9.8% | +7.2% |
| 30D | +4.8% | +2.0% | +2.8% | +4.2% |
| 3M | +9.9% | +20.0% | -10.1% | +5.0% |
| 6M | +1.9% | +39.3% | -37.3% | -6.7% |
| YTD | +20.3% | +19.8% | +0.6% | +13.6% |
| 1Y | +35.6% | +4.3% | +31.3% | +31.8% |
| 3Y | +43.4% | +7.7% | +35.7% | +35.6% |
| 5Y | +55.9% | -26.8% | +82.8% | +56.3% |
| All | +33.1% | +103.5% | -70.4% | -17.2% |
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 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