+58.4%
DAL vs COR
-2.4%
+60.8%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.7% | +1.6% | +5.2% |
| 7D | +10.0% | +2.3% | +7.7% | +10.1% |
| 30D | +12.0% | +6.8% | +5.3% | +12.2% |
| 3M | +0.8% | +8.1% | -7.3% | +1.1% |
| 6M | +26.2% | +33.0% | -6.8% | +28.0% |
| YTD | +33.7% | +3.0% | +30.7% | +36.9% |
| All | +58.4% | -2.4% | +60.8% | +58.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling