+186.1%
COR vs DRI
+72.9%
+113.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.3% | -1.8% |
| 7D | +2.8% | +0.6% | +2.2% | +2.7% |
| 30D | +4.5% | +3.8% | +0.7% | +3.9% |
| 3M | +22.7% | +13.0% | +9.7% | +20.6% |
| 6M | -9.7% | +8.3% | -18.0% | -10.9% |
| YTD | -1.4% | +20.6% | -22.0% | -4.1% |
| 1Y | +13.9% | +6.5% | +7.5% | +12.6% |
| 3Y | +94.0% | +53.7% | +40.3% | +79.2% |
| All | +186.1% | +72.9% | +113.2% | +153.0% |
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 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