+387.8%
COP vs DAL
+329.9%
+57.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -1.4% |
| 7D | +3.0% | +0.1% | +2.9% | +2.9% |
| 30D | +17.5% | -13.9% | +31.4% | +20.6% |
| 3M | +13.4% | +1.1% | +12.3% | +12.3% |
| 6M | +17.7% | +26.2% | -8.5% | +10.8% |
| YTD | +46.6% | +16.4% | +30.2% | +39.6% |
| 1Y | +44.6% | +33.9% | +10.8% | +33.4% |
| 3Y | +20.7% | +93.4% | -72.7% | +0.6% |
| 5Y | +185.0% | +106.4% | +78.7% | +128.7% |
| 10Y | +347.0% | +143.0% | +204.0% | +241.3% |
| All | +387.8% | +329.9% | +57.9% | +201.0% |
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 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