+41.8%
COF vs DAL
+103.9%
-62.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.1% | -2.0% |
| 7D | -1.5% | +8.8% | -10.3% | -5.8% |
| 30D | +3.0% | +5.4% | -2.4% | -0.1% |
| 3M | -7.9% | -4.9% | -3.0% | -6.2% |
| 6M | +5.2% | +19.8% | -14.6% | -5.2% |
| YTD | -15.7% | +27.0% | -42.7% | -26.7% |
| 1Y | -5.5% | +52.5% | -57.9% | -25.2% |
| 3Y | +100.5% | +173.8% | -73.3% | +7.9% |
| All | +41.8% | +103.9% | -62.1% | -15.1% |
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