+180.5%
COR vs DAR
-8.5%
+189.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.9% | -4.8% | -2.0% |
| 7D | -1.9% | -0.9% | -1.0% | -1.9% |
| 30D | +1.5% | +13.0% | -11.4% | +1.1% |
| 3M | +18.7% | +15.0% | +3.7% | +18.1% |
| 6M | -9.0% | +26.8% | -35.9% | -9.7% |
| YTD | -3.3% | +86.4% | -89.7% | -5.0% |
| 1Y | +9.8% | +115.1% | -105.3% | +7.3% |
| 3Y | +87.4% | +14.6% | +72.7% | +91.1% |
| 5Y | +180.5% | -8.8% | +189.3% | +188.0% |
| All | +180.5% | -8.5% | +189.0% | +188.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling