+110.2%
COST vs DAL
+106.7%
+3.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -1.3% |
| 7D | -3.1% | +0.1% | -3.3% | -3.2% |
| 30D | -2.8% | -13.9% | +11.1% | -1.0% |
| 3M | -5.7% | +1.1% | -6.8% | -6.1% |
| 6M | -8.8% | +26.2% | -35.0% | -12.2% |
| YTD | +6.7% | +16.4% | -9.8% | +3.6% |
| 1Y | -3.6% | +33.9% | -37.5% | -8.7% |
| 3Y | +75.1% | +93.4% | -18.3% | +51.6% |
| All | +110.2% | +106.7% | +3.5% | +76.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling