+29.2%
DAL vs EWZ
+36.2%
-7.0%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.0% | -3.5% | -2.4% |
| 7D | +3.4% | +5.6% | -2.2% | +0.7% |
| 30D | -13.6% | +9.3% | -22.8% | -17.3% |
| 3M | +1.2% | +15.7% | -14.5% | -6.3% |
| 6M | +34.5% | +7.4% | +27.1% | +29.4% |
| YTD | +14.7% | +22.7% | -8.0% | +4.0% |
| 1Y | +29.2% | +36.4% | -7.1% | +8.7% |
| All | +29.2% | +36.2% | -7.0% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded EWZ 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling