+372.4%
COR vs DT
+73.5%
+298.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.2% |
| 7D | -1.2% | -5.4% | +4.3% | -0.8% |
| 30D | +7.6% | -32.2% | +39.8% | +10.2% |
| 3M | +5.0% | -10.9% | +15.9% | +5.5% |
| 6M | +35.3% | +10.0% | +25.3% | +33.8% |
| YTD | +4.2% | +2.1% | +2.1% | +3.4% |
| 1Y | -3.4% | -5.5% | +2.1% | -3.7% |
| 3Y | +81.1% | -12.4% | +93.5% | +80.2% |
| 5Y | +195.8% | -39.7% | +235.5% | +203.6% |
| All | +372.4% | +73.5% | +298.9% | +287.4% |
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