+351.3%
DAL vs COR
+1,906.1%
-1,554.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.9% | +3.7% | +2.7% |
| 7D | +0.1% | +2.8% | -2.6% | -1.2% |
| 30D | -13.9% | +4.5% | -18.5% | -15.9% |
| 3M | +1.1% | +22.7% | -21.6% | -8.6% |
| 6M | +26.2% | -9.7% | +36.0% | +29.8% |
| YTD | +16.4% | -1.4% | +17.9% | +13.9% |
| 1Y | +33.9% | +13.9% | +19.9% | +21.0% |
| 3Y | +93.4% | +94.0% | -0.6% | +27.1% |
| 5Y | +106.4% | +184.0% | -77.7% | +8.7% |
| 10Y | +143.0% | +406.8% | -263.8% | -17.9% |
| All | +351.3% | +1,906.1% | -1,554.8% | -58.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling