+351.3%
DAL vs EWT
+764.9%
-413.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | -0.1% | +0.4% |
| 7D | +0.1% | +4.0% | -3.8% | -2.8% |
| 30D | -13.9% | +10.3% | -24.2% | -20.2% |
| 3M | +1.1% | +6.1% | -5.0% | -5.1% |
| 6M | +26.2% | +56.6% | -30.4% | -12.7% |
| YTD | +16.4% | +76.6% | -60.2% | -26.8% |
| 1Y | +33.9% | +97.9% | -64.0% | -23.2% |
| 3Y | +93.4% | +198.0% | -104.6% | -19.8% |
| 5Y | +106.4% | +151.8% | -45.4% | -1.9% |
| 10Y | +143.0% | +514.1% | -371.2% | -39.3% |
| All | +351.3% | +764.9% | -413.6% | -20.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling