+28.1%
COP vs DAL
+183.7%
-155.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.8% |
| 7D | -6.1% | +10.7% | -16.8% | -6.5% |
| 30D | +1.1% | +12.5% | -11.4% | +0.6% |
| 3M | +10.9% | +3.6% | +7.3% | +10.9% |
| 6M | +20.8% | +26.7% | -6.0% | +17.9% |
| YTD | +48.0% | +34.3% | +13.8% | +42.5% |
| 1Y | +58.5% | +59.1% | -0.6% | +47.6% |
| 3Y | +28.1% | +179.9% | -151.7% | +6.0% |
| All | +28.1% | +183.7% | -155.6% | +6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling