+173.6%
COF vs DAL
+108.8%
+64.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.2% | +3.4% | +1.1% |
| 7D | -5.0% | +1.4% | -6.4% | -6.0% |
| 30D | -2.3% | +9.1% | -11.3% | -7.6% |
| 3M | -12.7% | -3.5% | -9.2% | -11.9% |
| 6M | +6.2% | +23.4% | -17.2% | -7.1% |
| YTD | -19.2% | +26.0% | -45.2% | -30.7% |
| 1Y | -11.5% | +44.6% | -56.1% | -29.7% |
| 3Y | +92.8% | +162.7% | -69.9% | +1.4% |
| 5Y | +34.3% | +113.0% | -78.7% | -23.4% |
| All | +173.6% | +108.8% | +64.9% | +43.3% |
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