+486.6%
COR vs DAR
+269.9%
+216.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.1% |
| 7D | +2.4% | -3.8% | +6.2% | +3.0% |
| 30D | +7.7% | -14.4% | +22.1% | +10.0% |
| 3M | +7.5% | -17.9% | +25.4% | +10.2% |
| 6M | +34.1% | -18.3% | +52.4% | +37.3% |
| YTD | +3.9% | +43.2% | -39.4% | -2.3% |
| 1Y | -3.6% | +57.7% | -61.3% | -10.8% |
| 3Y | +80.5% | +22.7% | +57.8% | +67.9% |
| 5Y | +194.9% | -34.0% | +228.9% | +204.1% |
| 10Y | +486.6% | +279.5% | +207.1% | +240.2% |
| All | +486.6% | +269.9% | +216.7% | +240.2% |
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