+371.7%
COR vs DT
+76.1%
+295.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.2% |
| 7D | +2.9% | +2.7% | +0.1% | +2.7% |
| 30D | +5.8% | -30.4% | +36.2% | +8.1% |
| 3M | +11.4% | -9.4% | +20.8% | +11.8% |
| 6M | +34.5% | +14.5% | +20.0% | +32.6% |
| YTD | +4.1% | +3.6% | +0.5% | +3.1% |
| 1Y | -3.1% | -3.4% | +0.3% | -3.6% |
| 3Y | +80.9% | -11.1% | +92.0% | +79.8% |
| 5Y | +195.1% | -39.5% | +234.6% | +203.0% |
| All | +371.7% | +76.1% | +295.6% | +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