+180.5%
COR vs DT
-28.6%
+209.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.2% | -1.8% |
| 7D | -1.9% | -4.9% | +3.0% | -1.8% |
| 30D | +1.5% | +2.7% | -1.2% | +1.4% |
| 3M | +18.7% | +20.0% | -1.3% | +18.2% |
| 6M | -9.0% | +28.0% | -37.1% | -9.5% |
| YTD | -3.3% | +16.0% | -19.3% | -3.7% |
| 1Y | +9.8% | +0.7% | +9.1% | +9.6% |
| 3Y | +87.4% | +6.2% | +81.2% | +86.5% |
| 5Y | +180.5% | -28.1% | +208.6% | +195.1% |
| All | +180.5% | -28.6% | +209.1% | +195.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling