+192.6%
COF vs DAL
+128.3%
+64.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.6% |
| 7D | -6.2% | +10.7% | -16.9% | -11.7% |
| 30D | -1.7% | +12.5% | -14.2% | -8.6% |
| 3M | -10.2% | +3.6% | -13.9% | -12.8% |
| 6M | +4.2% | +26.7% | -22.6% | -10.1% |
| YTD | -18.2% | +34.3% | -52.5% | -32.2% |
| 1Y | -9.7% | +59.1% | -68.9% | -32.0% |
| 3Y | +95.0% | +179.9% | -84.8% | -0.9% |
| 5Y | +36.8% | +119.1% | -82.3% | -23.1% |
| 10Y | +192.6% | +125.6% | +67.0% | +45.3% |
| All | +192.6% | +128.3% | +64.4% | +45.3% |
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 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