+114.2%
DAL vs COR
+192.5%
-78.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.7% | +1.6% | +4.8% |
| 7D | +10.0% | +2.3% | +7.7% | +9.8% |
| 30D | +12.0% | +6.8% | +5.3% | +11.2% |
| 3M | +0.8% | +8.1% | -7.3% | -0.1% |
| 6M | +26.2% | +33.0% | -6.8% | +21.9% |
| YTD | +33.7% | +3.0% | +30.7% | +33.1% |
| 1Y | +57.6% | -3.4% | +61.0% | +58.6% |
| 3Y | +183.5% | +80.1% | +103.3% | +125.8% |
| 5Y | +114.2% | +194.7% | -80.6% | +13.5% |
| All | +114.2% | +192.5% | -78.3% | +13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling