+51.1%
COF vs DAL
+102.5%
-51.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -1.8% |
| 7D | +1.2% | +3.4% | -2.1% | -0.4% |
| 30D | -1.4% | -13.6% | +12.2% | +5.9% |
| 3M | +19.0% | +1.2% | +17.8% | +17.8% |
| 6M | +14.9% | +34.5% | -19.6% | -2.3% |
| YTD | -10.7% | +14.7% | -25.4% | -17.7% |
| 1Y | -1.3% | +29.2% | -30.5% | -15.0% |
| 3Y | +124.3% | +100.0% | +24.3% | +44.8% |
| 5Y | +51.1% | +106.3% | -55.2% | -8.4% |
| All | +51.1% | +102.5% | -51.3% | -8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling