+398.1%
COR vs DAR
+367.0%
+31.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.9% | -4.8% | -2.3% |
| 7D | -1.9% | -0.9% | -1.0% | -1.8% |
| 30D | +1.5% | +13.0% | -11.4% | -0.4% |
| 3M | +18.7% | +15.0% | +3.7% | +16.0% |
| 6M | -9.0% | +26.8% | -35.9% | -12.5% |
| YTD | -3.3% | +86.4% | -89.7% | -12.3% |
| 1Y | +9.8% | +115.1% | -105.3% | -2.9% |
| 3Y | +87.4% | +14.6% | +72.7% | +80.3% |
| 5Y | +180.5% | -8.8% | +189.3% | +173.6% |
| 10Y | +398.1% | +356.5% | +41.6% | +187.6% |
| All | +398.1% | +367.0% | +31.1% | +187.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 10y: compounded portfolio wealth divided by compounded DAR 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…
10y analysis · Full analysis span regression · 6 months rolling