+273.3%
COF vs DAL
+368.9%
-95.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.1% | -2.0% |
| 7D | -1.5% | +8.8% | -10.3% | -5.4% |
| 30D | +3.0% | +5.4% | -2.4% | +0.1% |
| 3M | -7.9% | -4.9% | -3.0% | -6.4% |
| 6M | +5.2% | +19.8% | -14.6% | -4.3% |
| YTD | -15.7% | +27.0% | -42.7% | -25.7% |
| 1Y | -5.5% | +52.5% | -57.9% | -23.5% |
| 3Y | +100.5% | +173.8% | -73.3% | +18.4% |
| 5Y | +42.3% | +104.5% | -62.2% | -6.3% |
| 10Y | +228.7% | +129.7% | +99.0% | +93.6% |
| All | +273.3% | +368.9% | -95.6% | -3.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling