-8.6%
COF vs DAL
+44.4%
-53.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -3.4% | -1.1% | -2.3% | -3.1% |
| 30D | +0.4% | +12.8% | -12.5% | -5.9% |
| 3M | -12.5% | -5.3% | -7.3% | -10.8% |
| 6M | +8.3% | +22.4% | -14.1% | -3.6% |
| YTD | -18.6% | +25.6% | -44.2% | -28.1% |
| 1Y | -8.6% | +45.5% | -54.1% | -26.2% |
| All | -8.6% | +44.4% | -53.0% | -26.2% |
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