+98.5%
DAL vs EWZ
+45.5%
+53.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.2% |
| 7D | +0.1% | +6.5% | -6.4% | -3.2% |
| 30D | -13.9% | +4.8% | -18.8% | -16.2% |
| 3M | +1.1% | +9.9% | -8.8% | -4.2% |
| 6M | +26.2% | +1.9% | +24.3% | +24.5% |
| YTD | +16.4% | +20.3% | -3.9% | +4.7% |
| 1Y | +33.9% | +35.6% | -1.8% | +12.3% |
| All | +98.5% | +45.5% | +53.0% | +53.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling