+381.8%
DAL vs COO
+394.4%
-12.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.4% | -2.9% | -3.6% |
| 7D | +4.6% | +5.3% | -0.7% | +1.9% |
| 30D | +2.3% | +12.5% | -10.2% | -3.9% |
| 3M | -8.1% | -15.1% | +7.0% | -1.2% |
| 6M | +21.4% | +3.7% | +17.7% | +16.7% |
| YTD | +24.3% | -22.5% | +46.8% | +39.8% |
| 1Y | +47.4% | -7.8% | +55.2% | +50.7% |
| 3Y | +164.6% | -24.1% | +188.7% | +189.5% |
| 5Y | +100.2% | -40.1% | +140.3% | +144.7% |
| 10Y | +124.9% | +44.7% | +80.2% | +66.3% |
| All | +381.8% | +394.4% | -12.6% | +85.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling