+400.9%
COP vs DAL
+391.1%
+9.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.6% | +1.8% |
| 7D | +0.7% | +2.3% | -1.7% | +0.2% |
| 30D | +0.2% | +14.3% | -14.1% | -2.6% |
| 3M | +10.2% | +1.3% | +8.9% | +9.3% |
| 6M | +20.1% | +29.3% | -9.2% | +12.8% |
| YTD | +50.5% | +33.0% | +17.5% | +39.2% |
| 1Y | +56.8% | +59.8% | -3.0% | +39.7% |
| 3Y | +30.3% | +177.2% | -146.9% | +1.1% |
| 5Y | +126.8% | +118.4% | +8.5% | +79.7% |
| 10Y | +325.0% | +121.4% | +203.6% | +224.2% |
| All | +400.9% | +391.1% | +9.8% | +200.1% |
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