+2,792.3%
COST vs DAL
+368.9%
+2,423.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.4% |
| 7D | +4.1% | +8.8% | -4.7% | +2.9% |
| 30D | +12.0% | +5.4% | +6.6% | +11.1% |
| 3M | +11.2% | -4.9% | +16.1% | +11.7% |
| 6M | +6.1% | +19.8% | -13.7% | +3.1% |
| YTD | +22.9% | +27.0% | -4.1% | +18.0% |
| 1Y | +14.7% | +52.5% | -37.7% | +7.4% |
| 3Y | +92.3% | +173.8% | -81.5% | +63.0% |
| 5Y | +116.6% | +104.5% | +12.1% | +87.8% |
| 10Y | +775.4% | +129.7% | +645.7% | +606.7% |
| All | +2,792.3% | +368.9% | +2,423.4% | +1,615.4% |
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