+323.5%
CORZ vs DLR
+39.7%
+283.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.1% | +10.8% | +10.8% |
| 7D | +14.2% | -2.0% | +16.2% | +17.6% |
| 30D | -3.0% | +0.5% | -3.5% | -2.7% |
| 3M | -26.3% | -4.4% | -21.8% | -21.3% |
| 6M | -36.5% | -6.4% | -30.1% | -31.1% |
| YTD | +0.1% | +19.5% | -19.4% | -18.8% |
| 1Y | -15.9% | +10.5% | -26.4% | -24.8% |
| All | +323.5% | +39.7% | +283.8% | +250.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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