+351.3%
DAL vs EWZ
+57.5%
+293.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.1% |
| 7D | +0.1% | +6.5% | -6.4% | -2.8% |
| 30D | -13.9% | +4.8% | -18.8% | -15.9% |
| 3M | +1.1% | +9.9% | -8.8% | -3.4% |
| 6M | +26.2% | +1.9% | +24.3% | +24.9% |
| YTD | +16.4% | +20.3% | -3.9% | +6.5% |
| 1Y | +33.9% | +35.6% | -1.8% | +15.7% |
| 3Y | +93.4% | +43.4% | +49.9% | +61.2% |
| 5Y | +106.4% | +55.9% | +50.4% | +60.8% |
| 10Y | +143.0% | +84.2% | +58.8% | +60.4% |
| All | +351.3% | +57.5% | +293.8% | +152.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling