+346.8%
COR vs DT
+103.5%
+243.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.2% | -1.8% |
| 7D | +2.8% | -3.3% | +6.1% | +3.0% |
| 30D | +4.5% | +2.0% | +2.5% | +4.3% |
| 3M | +22.7% | +20.0% | +2.7% | +21.0% |
| 6M | -9.7% | +39.3% | -49.0% | -12.0% |
| YTD | -1.4% | +19.8% | -21.2% | -3.0% |
| 1Y | +13.9% | +4.3% | +9.6% | +13.0% |
| 3Y | +94.0% | +7.7% | +86.3% | +90.5% |
| 5Y | +184.0% | -26.8% | +210.8% | +187.4% |
| All | +346.8% | +103.5% | +243.3% | +263.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling