+486.6%
COR vs DG
+119.6%
+367.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | +2.4% | +5.2% | -2.8% | +1.5% |
| 30D | +7.7% | +7.9% | -0.2% | +6.1% |
| 3M | +7.5% | +12.7% | -5.2% | +5.0% |
| 6M | +34.1% | +22.4% | +11.7% | +28.6% |
| YTD | +3.9% | +5.4% | -1.5% | +2.0% |
| 1Y | -3.6% | +39.4% | -43.0% | -10.6% |
| 3Y | +80.5% | +24.1% | +56.4% | +63.6% |
| 5Y | +194.9% | -32.2% | +227.0% | +210.2% |
| 10Y | +486.6% | +111.8% | +374.8% | +305.0% |
| All | +486.6% | +119.6% | +367.1% | +305.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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