+175.7%
COF vs DAL
+108.0%
+67.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +1.0% |
| 7D | -3.4% | -1.1% | -2.3% | -3.0% |
| 30D | +0.4% | +12.8% | -12.5% | -6.8% |
| 3M | -12.5% | -5.3% | -7.3% | -10.8% |
| 6M | +8.3% | +22.4% | -14.1% | -4.8% |
| YTD | -18.6% | +25.6% | -44.2% | -30.0% |
| 1Y | -8.6% | +45.5% | -54.1% | -27.7% |
| 3Y | +94.7% | +161.0% | -66.3% | +2.7% |
| 5Y | +35.3% | +112.2% | -76.9% | -22.7% |
| All | +175.7% | +108.0% | +67.7% | +44.7% |
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