+122.8%
DAL vs EWT
+376.4%
-253.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.9% | -1.8% | -1.0% |
| 7D | +8.8% | -11.7% | +20.5% | +19.5% |
| 30D | +5.4% | -23.2% | +28.6% | +29.3% |
| 3M | -4.9% | -12.5% | +7.6% | +4.0% |
| 6M | +19.8% | -5.9% | +25.8% | +19.8% |
| YTD | +27.0% | +40.5% | -13.5% | -12.6% |
| 1Y | +52.5% | +43.7% | +8.7% | +2.6% |
| 3Y | +173.8% | +136.6% | +37.2% | +12.3% |
| 5Y | +104.5% | +105.1% | -0.5% | -2.8% |
| All | +122.8% | +376.4% | -253.6% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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