+398.1%
COR vs DRI
+350.3%
+47.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.5% |
| 7D | -1.9% | -1.2% | -0.7% | -1.6% |
| 30D | +1.5% | -0.4% | +1.9% | +1.5% |
| 3M | +18.7% | +9.5% | +9.2% | +16.3% |
| 6M | -9.0% | +6.5% | -15.5% | -10.5% |
| YTD | -3.3% | +18.4% | -21.7% | -7.1% |
| 1Y | +9.8% | +4.2% | +5.6% | +8.1% |
| 3Y | +87.4% | +57.1% | +30.3% | +66.4% |
| 5Y | +180.5% | +70.4% | +110.1% | +140.8% |
| 10Y | +398.1% | +354.0% | +44.1% | +212.0% |
| All | +398.1% | +350.3% | +47.9% | +212.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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