+18,455.8%
COR vs DAR
+1,082.1%
+17,373.7%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.1% | -4.7% | +0.1% |
| 7D | -1.2% | +3.6% | -4.8% | -1.3% |
| 30D | +7.6% | -11.3% | +18.9% | +8.1% |
| 3M | +5.0% | -13.1% | +18.1% | +5.5% |
| 6M | +35.3% | -15.1% | +50.4% | +36.0% |
| YTD | +4.2% | +50.5% | -46.3% | +2.5% |
| 1Y | -3.4% | +57.9% | -61.3% | -5.3% |
| 3Y | +81.1% | +28.9% | +52.2% | +77.7% |
| 5Y | +195.8% | -31.4% | +227.3% | +196.0% |
| 10Y | +493.6% | +301.0% | +192.5% | +455.5% |
| All | +18,455.8% | +1,082.1% | +17,373.7% | +20,409.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling