+105.0%
DAL vs COR
+469.4%
-364.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.1% | -5.1% | -5.2% |
| 7D | +1.4% | +2.9% | -1.5% | +0.6% |
| 30D | +9.1% | +5.8% | +3.2% | +7.4% |
| 3M | -3.5% | +11.4% | -14.9% | -6.5% |
| 6M | +23.4% | +34.5% | -11.1% | +12.8% |
| YTD | +26.0% | +4.1% | +22.0% | +22.8% |
| 1Y | +44.6% | -3.1% | +47.8% | +44.1% |
| 3Y | +162.7% | +80.9% | +81.9% | +103.6% |
| 5Y | +113.0% | +195.1% | -82.2% | +34.9% |
| All | +105.0% | +469.4% | -364.3% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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