+219.4%
EWY vs DAL
+136.2%
+83.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.3% | -1.6% | +2.2% |
| 7D | -6.3% | +10.0% | -16.3% | -8.8% |
| 30D | -19.8% | +12.0% | -31.9% | -22.5% |
| 3M | -14.4% | +0.8% | -15.2% | -14.7% |
| 6M | -25.3% | +26.2% | -51.5% | -30.2% |
| YTD | +46.2% | +33.7% | +12.5% | +34.0% |
| 1Y | +58.3% | +57.6% | +0.7% | +38.5% |
| 3Y | +155.0% | +183.5% | -28.5% | +81.7% |
| 5Y | +99.5% | +114.2% | -14.7% | +48.8% |
| 10Y | +219.4% | +128.1% | +91.3% | +123.5% |
| All | +219.4% | +136.2% | +83.2% | +123.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 10y: compounded portfolio wealth divided by compounded DAL 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…
10y analysis · Full analysis span regression · 6 months rolling