+111.4%
DAL vs EWZ
+53.9%
+57.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.9% |
| 7D | -1.1% | +0.8% | -1.8% | -1.3% |
| 30D | +12.8% | -24.4% | +37.2% | +23.7% |
| 3M | -5.3% | -4.6% | -0.7% | -7.3% |
| 6M | +22.4% | -11.6% | +33.9% | +24.0% |
| YTD | +25.6% | +2.4% | +23.2% | +18.5% |
| 1Y | +45.5% | +2.1% | +43.4% | +37.2% |
| 3Y | +161.0% | +18.7% | +142.2% | +125.4% |
| All | +111.4% | +53.9% | +57.5% | +56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling