-5.1%
COF vs DAL
+57.1%
-62.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.2% | -8.3% | -4.4% |
| 7D | +0.7% | +11.1% | -10.4% | -4.3% |
| 30D | +5.7% | +7.7% | -2.0% | +1.8% |
| 3M | -6.7% | -3.5% | -3.2% | -5.4% |
| 6M | +9.5% | +31.3% | -21.8% | -5.3% |
| YTD | -13.9% | +30.0% | -43.8% | -24.7% |
| 1Y | -5.1% | +62.1% | -67.1% | -25.3% |
| All | -5.1% | +57.1% | -62.2% | -25.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling