+60.7%
COP vs DAL
+57.1%
+3.6%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +7.2% | -12.3% | -2.8% |
| 7D | -8.1% | +11.1% | -19.2% | -4.7% |
| 30D | +6.7% | +7.7% | -1.1% | +9.9% |
| 3M | +16.9% | -3.5% | +20.4% | +17.1% |
| 6M | +11.2% | +31.3% | -20.1% | +20.0% |
| YTD | +49.5% | +30.0% | +19.5% | +62.1% |
| 1Y | +60.7% | +62.1% | -1.4% | +73.6% |
| All | +60.7% | +57.1% | +3.6% | +73.6% |
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