+381.8%
DAL vs COR
+1,959.0%
-1,577.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.0% | -0.3% | -2.5% |
| 7D | +4.6% | +2.8% | +1.8% | +3.4% |
| 30D | +2.3% | +7.4% | -5.0% | -0.9% |
| 3M | -8.1% | +7.3% | -15.4% | -11.3% |
| 6M | +21.4% | +11.5% | +9.9% | +12.9% |
| YTD | +24.3% | +1.2% | +23.1% | +20.1% |
| 1Y | +47.4% | -3.3% | +50.7% | +45.2% |
| 3Y | +164.6% | +78.5% | +86.2% | +82.6% |
| 5Y | +100.2% | +183.0% | -82.7% | +6.0% |
| 10Y | +124.9% | +545.4% | -420.5% | -34.6% |
| All | +381.8% | +1,959.0% | -1,577.2% | -56.5% |
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 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