+98.5%
DAL vs COR
+93.9%
+4.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.9% | +3.7% | +1.6% |
| 7D | +0.1% | +2.8% | -2.6% | +0.4% |
| 30D | -13.9% | +4.5% | -18.5% | -13.5% |
| 3M | +1.1% | +22.7% | -21.6% | +3.3% |
| 6M | +26.2% | -9.7% | +36.0% | +25.3% |
| YTD | +16.4% | -1.4% | +17.9% | +17.1% |
| 1Y | +33.9% | +13.9% | +19.9% | +37.8% |
| All | +98.5% | +93.9% | +4.6% | +108.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling