+298.3%
COP vs DAL
+136.2%
+162.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.3% | -6.6% | -2.8% |
| 7D | -8.4% | +10.0% | -18.5% | -11.2% |
| 30D | +0.3% | +12.0% | -11.8% | -3.6% |
| 3M | +15.1% | +0.8% | +14.3% | +13.7% |
| 6M | +19.8% | +26.2% | -6.4% | +8.9% |
| YTD | +46.8% | +33.7% | +13.1% | +28.7% |
| 1Y | +59.7% | +57.6% | +2.2% | +31.9% |
| 3Y | +28.7% | +183.5% | -154.8% | -19.9% |
| 5Y | +110.7% | +114.2% | -3.5% | +38.1% |
| 10Y | +298.3% | +128.1% | +170.2% | +154.2% |
| All | +298.3% | +136.2% | +162.1% | +154.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling