+512.3%
COR vs DAR
+288.2%
+224.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.7% | -1.0% | +3.0% |
| 7D | +2.3% | -2.8% | +5.1% | +2.7% |
| 30D | +6.8% | -12.8% | +19.6% | +8.8% |
| 3M | +8.1% | -11.6% | +19.7% | +9.6% |
| 6M | +33.0% | -16.8% | +49.8% | +35.8% |
| YTD | +3.0% | +45.9% | -42.9% | -3.4% |
| 1Y | -3.4% | +61.5% | -64.9% | -10.8% |
| 3Y | +80.1% | +23.0% | +57.2% | +67.7% |
| 5Y | +194.7% | -35.8% | +230.6% | +206.9% |
| 10Y | +512.3% | +280.4% | +231.9% | +256.0% |
| All | +512.3% | +288.2% | +224.0% | +256.0% |
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