+18,896.9%
COR vs DRI
+7,978.2%
+10,918.8%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.6% |
| 7D | +0.8% | +2.8% | -2.0% | +0.3% |
| 30D | +5.1% | +13.3% | -8.1% | +2.5% |
| 3M | +2.8% | +8.2% | -5.3% | +1.1% |
| 6M | +32.5% | +17.5% | +15.0% | +27.9% |
| YTD | -0.7% | +26.9% | -27.6% | -5.9% |
| 1Y | -6.7% | +31.6% | -38.3% | -12.3% |
| 3Y | +73.7% | +67.0% | +6.8% | +53.0% |
| 5Y | +177.9% | +72.9% | +105.0% | +139.8% |
| 10Y | +533.8% | +371.3% | +162.4% | +313.9% |
| All | +18,896.9% | +7,978.2% | +10,918.8% | +6,412.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling