+475.2%
COR vs DD
+98.3%
+376.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.4% | 0.0% |
| 7D | +2.9% | +6.7% | -3.9% | +1.3% |
| 30D | +5.8% | +19.4% | -13.6% | +1.5% |
| 3M | +11.4% | +7.6% | +3.8% | +9.3% |
| 6M | +34.5% | +2.9% | +31.6% | +33.0% |
| YTD | +4.1% | +29.9% | -25.8% | -3.6% |
| 1Y | -3.1% | +28.6% | -31.8% | -10.1% |
| 3Y | +80.9% | +90.0% | -9.1% | +45.8% |
| 5Y | +195.1% | +68.1% | +127.0% | +141.7% |
| All | +475.2% | +98.3% | +376.9% | +303.0% |
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