+392.2%
DAL vs EWZ
+33.0%
+359.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +1.8% |
| 7D | +8.8% | -1.5% | +10.3% | +9.6% |
| 30D | +5.4% | -24.5% | +29.9% | +17.3% |
| 3M | -4.9% | -10.7% | +5.8% | -2.7% |
| 6M | +19.8% | -19.1% | +38.9% | +28.1% |
| YTD | +27.0% | +1.6% | +25.4% | +22.1% |
| 1Y | +52.5% | +4.3% | +48.2% | +44.5% |
| 3Y | +173.8% | +19.0% | +154.9% | +142.3% |
| 5Y | +104.5% | +57.7% | +46.9% | +55.0% |
| 10Y | +129.7% | +51.3% | +78.4% | +61.8% |
| All | +392.2% | +33.0% | +359.2% | +189.7% |
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