+128.1%
DAL vs COR
+534.3%
-406.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.7% | +1.6% | +4.2% |
| 7D | +10.0% | +2.3% | +7.7% | +9.4% |
| 30D | +12.0% | +6.8% | +5.3% | +10.0% |
| 3M | +0.8% | +8.1% | -7.3% | -1.5% |
| 6M | +26.2% | +33.0% | -6.8% | +15.7% |
| YTD | +33.7% | +3.0% | +30.7% | +30.7% |
| 1Y | +57.6% | -3.4% | +61.0% | +57.0% |
| 3Y | +183.5% | +80.1% | +103.3% | +119.7% |
| 5Y | +114.2% | +194.7% | -80.6% | +35.6% |
| 10Y | +128.1% | +512.3% | -384.1% | +15.3% |
| All | +128.1% | +534.3% | -406.2% | +15.3% |
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