+248.2%
EWY vs DAL
+393.7%
-145.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.3% | -1.6% | +2.4% |
| 7D | -6.3% | +10.0% | -16.3% | -8.4% |
| 30D | -19.8% | +12.0% | -31.9% | -22.0% |
| 3M | -14.4% | +0.8% | -15.2% | -14.6% |
| 6M | -25.3% | +26.2% | -51.5% | -29.4% |
| YTD | +46.2% | +33.7% | +12.5% | +36.0% |
| 1Y | +58.3% | +57.6% | +0.7% | +41.5% |
| 3Y | +155.0% | +183.5% | -28.5% | +92.6% |
| 5Y | +99.5% | +114.2% | -14.7% | +57.0% |
| 10Y | +219.4% | +128.1% | +91.3% | +130.0% |
| All | +248.2% | +393.7% | -145.4% | +58.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling