+122.8%
DAL vs COO
+41.2%
+81.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +4.0% | +3.1% |
| 7D | +8.8% | +4.7% | +4.1% | +6.4% |
| 30D | +5.4% | +13.9% | -8.5% | -1.4% |
| 3M | -4.9% | -14.9% | +10.0% | +2.0% |
| 6M | +19.8% | +2.0% | +17.8% | +16.2% |
| YTD | +27.0% | -23.9% | +50.9% | +44.1% |
| 1Y | +52.5% | -9.6% | +62.1% | +57.6% |
| 3Y | +173.8% | -25.4% | +199.3% | +201.1% |
| 5Y | +104.5% | -41.2% | +145.7% | +151.8% |
| All | +122.8% | +41.2% | +81.6% | +99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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