+113.0%
COP vs DAL
+101.3%
+11.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | +0.4% |
| 7D | -11.5% | +8.8% | -20.3% | -12.3% |
| 30D | +5.0% | +5.4% | -0.4% | +4.2% |
| 3M | +17.5% | -4.9% | +22.4% | +18.0% |
| 6M | +16.2% | +19.8% | -3.6% | +12.5% |
| YTD | +48.8% | +27.0% | +21.8% | +41.6% |
| 1Y | +64.1% | +52.5% | +11.6% | +50.7% |
| 3Y | +25.7% | +173.8% | -148.2% | -0.9% |
| All | +113.0% | +101.3% | +11.7% | +78.0% |
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 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