+609.0%
COST vs DAL
+126.9%
+482.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.6% | -0.8% |
| 7D | -2.8% | +0.8% | -3.6% | -2.9% |
| 30D | -5.3% | -11.7% | +6.5% | -4.1% |
| 3M | -6.7% | -2.7% | -3.9% | -6.6% |
| 6M | -9.9% | +30.7% | -40.6% | -13.0% |
| YTD | +5.1% | +14.4% | -9.2% | +2.9% |
| 1Y | -7.3% | +31.2% | -38.5% | -10.9% |
| 3Y | +70.4% | +99.4% | -29.1% | +53.3% |
| 5Y | +104.4% | +98.6% | +5.9% | +81.5% |
| 10Y | +609.0% | +135.0% | +474.0% | +539.0% |
| All | +609.0% | +126.9% | +482.1% | +539.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling