+336.5%
COR vs DT
+98.4%
+238.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | -3.9% | -0.5% | -3.3% | -3.8% |
| 30D | -0.3% | +0.1% | -0.4% | -0.4% |
| 3M | +15.9% | +24.1% | -8.2% | +14.1% |
| 6M | -10.3% | +30.1% | -40.4% | -12.1% |
| YTD | -3.7% | +16.8% | -20.5% | -5.1% |
| 1Y | +9.1% | -0.1% | +9.2% | +8.5% |
| 3Y | +86.6% | +6.8% | +79.7% | +83.3% |
| 5Y | +180.9% | -28.4% | +209.3% | +184.6% |
| All | +336.5% | +98.4% | +238.1% | +255.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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