+98.5%
DAL vs EWJ
+72.3%
+26.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.5% |
| 7D | +0.1% | +2.5% | -2.4% | -2.1% |
| 30D | -13.9% | +3.3% | -17.2% | -16.4% |
| 3M | +1.1% | +5.0% | -3.9% | -3.8% |
| 6M | +26.2% | +11.5% | +14.7% | +13.5% |
| YTD | +16.4% | +22.4% | -6.0% | -4.6% |
| 1Y | +33.9% | +30.2% | +3.6% | +3.3% |
| All | +98.5% | +72.3% | +26.2% | +18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling