+407.4%
COR vs DD
+64.9%
+342.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | +0.2% |
| 7D | -3.9% | -3.8% | -0.1% | -3.0% |
| 30D | -0.3% | -9.2% | +8.9% | +1.9% |
| 3M | +15.9% | -9.0% | +24.9% | +18.1% |
| 6M | -10.3% | -5.0% | -5.3% | -9.9% |
| YTD | -3.7% | +7.4% | -11.1% | -6.7% |
| 1Y | +9.1% | +35.1% | -26.0% | -0.7% |
| 3Y | +86.6% | +43.2% | +43.4% | +61.5% |
| 5Y | +180.9% | +59.6% | +121.3% | +127.9% |
| 10Y | +407.4% | +66.5% | +340.9% | +232.8% |
| All | +407.4% | +64.9% | +342.5% | +232.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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