+19.8%
DAL vs EWT
-5.0%
+24.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.9% | -1.8% | +0.8% |
| 7D | +8.8% | -11.7% | +20.5% | +13.2% |
| 30D | +5.4% | -23.2% | +28.6% | +15.0% |
| 3M | -4.9% | -12.5% | +7.6% | -1.0% |
| 6M | +19.8% | -5.9% | +25.8% | +16.7% |
| All | +19.8% | -5.0% | +24.8% | +16.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling