+250.3%
COF vs DAL
+126.9%
+123.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.2% | -1.3% |
| 7D | -2.7% | +0.8% | -3.4% | -3.1% |
| 30D | -3.4% | -11.7% | +8.4% | +3.4% |
| 3M | +15.4% | -2.7% | +18.2% | +16.7% |
| 6M | +14.4% | +30.7% | -16.2% | -2.7% |
| YTD | -12.0% | +14.4% | -26.3% | -19.6% |
| 1Y | -3.7% | +31.2% | -34.9% | -19.2% |
| 3Y | +121.1% | +99.4% | +21.6% | +36.7% |
| 5Y | +47.8% | +98.6% | -50.7% | -12.2% |
| 10Y | +250.3% | +135.0% | +115.3% | +70.5% |
| All | +250.3% | +126.9% | +123.4% | +70.5% |
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