+392.2%
COP vs DAL
+359.0%
+33.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.3% | -0.3% |
| 7D | -9.7% | +4.6% | -14.3% | -10.6% |
| 30D | +4.7% | +2.3% | +2.4% | +3.9% |
| 3M | +18.5% | -8.1% | +26.6% | +19.7% |
| 6M | +11.4% | +21.4% | -10.0% | +5.8% |
| YTD | +47.9% | +24.3% | +23.6% | +38.6% |
| 1Y | +59.3% | +47.4% | +12.0% | +44.1% |
| 3Y | +23.6% | +164.6% | -141.0% | -3.3% |
| 5Y | +113.1% | +100.2% | +12.9% | +71.6% |
| 10Y | +329.1% | +124.9% | +204.2% | +228.1% |
| All | +392.2% | +359.0% | +33.1% | +198.7% |
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