+18,748.3%
COR vs DRI
+7,577.6%
+11,170.7%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.6% |
| 3M | +22.7% | +13.0% | +9.7% | +19.4% |
| 6M | -9.7% | +8.3% | -18.0% | -11.5% |
| YTD | -1.4% | +20.6% | -22.0% | -5.6% |
| 1Y | +13.9% | +6.5% | +7.5% | +11.6% |
| 3Y | +94.0% | +53.7% | +40.3% | +73.7% |
| 5Y | +184.0% | +72.7% | +111.3% | +144.7% |
| 10Y | +406.8% | +363.2% | +43.6% | +232.1% |
| All | +18,748.3% | +7,577.6% | +11,170.7% | +6,431.1% |
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