+80.1%
COR vs DT
-10.1%
+90.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.2% | +2.4% | +3.6% |
| 7D | +2.3% | -20.2% | +22.6% | +2.4% |
| 30D | +6.8% | -30.8% | +37.5% | +6.9% |
| 3M | +8.1% | -10.2% | +18.3% | +8.1% |
| 6M | +33.0% | +8.0% | +25.0% | +32.6% |
| YTD | +3.0% | +1.5% | +1.5% | +2.8% |
| 1Y | -3.4% | -6.9% | +3.5% | -3.7% |
| 3Y | +80.1% | -10.9% | +91.0% | +81.8% |
| All | +80.1% | -10.1% | +90.3% | +81.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling