-7.3%
COST vs DAL
+29.2%
-36.5%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.6% | -0.8% |
| 7D | -2.8% | +0.8% | -3.6% | -2.8% |
| 30D | -5.3% | -11.7% | +6.5% | -5.5% |
| 3M | -6.7% | -2.7% | -3.9% | -6.7% |
| 6M | -9.9% | +30.7% | -40.6% | -10.3% |
| YTD | +5.1% | +14.4% | -9.2% | +4.8% |
| 1Y | -7.3% | +31.2% | -38.5% | -9.7% |
| All | -7.3% | +29.2% | -36.5% | -9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling