+18,393.8%
COR vs DD
+877.4%
+17,516.4%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.3% | +0.6% |
| 7D | +2.4% | +2.2% | +0.2% | +1.9% |
| 30D | +7.7% | +20.7% | -13.0% | +3.6% |
| 3M | +7.5% | +11.3% | -3.8% | +5.0% |
| 6M | +34.1% | +6.0% | +28.2% | +32.0% |
| YTD | +3.9% | +31.7% | -27.8% | -2.9% |
| 1Y | -3.6% | +32.2% | -35.9% | -10.1% |
| 3Y | +80.5% | +92.7% | -12.2% | +51.5% |
| 5Y | +194.9% | +72.1% | +122.7% | +149.9% |
| 10Y | +486.6% | +99.7% | +387.0% | +359.4% |
| All | +18,393.8% | +877.4% | +17,516.4% | +11,011.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling