+206.1%
COR vs DRI
+78.6%
+127.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.4% | +2.6% | +2.9% |
| 7D | +7.8% | +1.1% | +6.8% | +7.7% |
| 30D | +7.0% | +9.7% | -2.7% | +5.6% |
| 3M | +16.3% | +3.2% | +13.1% | +15.6% |
| 6M | +41.3% | +20.6% | +20.7% | +37.4% |
| YTD | +7.1% | +28.3% | -21.1% | +3.2% |
| 1Y | -0.8% | +34.5% | -35.4% | -5.1% |
| 3Y | +85.0% | +66.5% | +18.5% | +68.1% |
| All | +206.1% | +78.6% | +127.5% | +171.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling