+392.2%
DAL vs COR
+1,922.0%
-1,529.7%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +4.0% | +3.0% |
| 7D | +8.8% | +0.8% | +8.0% | +8.5% |
| 30D | +5.4% | +5.1% | +0.3% | +3.0% |
| 3M | -4.9% | +2.8% | -7.8% | -6.4% |
| 6M | +19.8% | +32.5% | -12.7% | +4.2% |
| YTD | +27.0% | -0.7% | +27.6% | +23.7% |
| 1Y | +52.5% | -6.7% | +59.2% | +52.8% |
| 3Y | +173.8% | +73.7% | +100.1% | +91.5% |
| 5Y | +104.5% | +177.9% | -73.3% | +9.2% |
| 10Y | +129.7% | +533.8% | -404.0% | -32.7% |
| All | +392.2% | +1,922.0% | -1,529.7% | -55.2% |
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