+370.8%
COR vs DT
+70.5%
+300.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +1.9% | +0.9% |
| 7D | +2.4% | -7.5% | +9.9% | +2.9% |
| 30D | +7.7% | -31.5% | +39.2% | +10.1% |
| 3M | +7.5% | -14.0% | +21.5% | +8.3% |
| 6M | +34.1% | +6.9% | +27.3% | +32.9% |
| YTD | +3.9% | +0.3% | +3.5% | +3.1% |
| 1Y | -3.6% | -6.9% | +3.3% | -3.9% |
| 3Y | +80.5% | -13.9% | +94.4% | +79.8% |
| 5Y | +194.9% | -39.9% | +234.8% | +202.4% |
| All | +370.8% | +70.5% | +300.2% | +286.5% |
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