+126.4%
DAL vs EWJ
+137.9%
-11.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.1% |
| 7D | +3.4% | +2.9% | +0.5% | +0.1% |
| 30D | -13.6% | +1.1% | -14.6% | -14.6% |
| 3M | +1.2% | +7.1% | -5.9% | -7.1% |
| 6M | +34.5% | +16.2% | +18.3% | +11.9% |
| YTD | +14.7% | +22.0% | -7.3% | -10.4% |
| 1Y | +29.2% | +26.2% | +3.0% | -3.2% |
| 3Y | +100.0% | +73.5% | +26.5% | -0.4% |
| 5Y | +106.3% | +52.7% | +53.6% | +22.0% |
| 10Y | +126.4% | +138.5% | -12.1% | -22.5% |
| All | +126.4% | +137.9% | -11.5% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 10y: compounded portfolio wealth divided by compounded EWJ 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…
10y analysis · Full analysis span regression · 6 months rolling