+4.9%
DHR vs COR
+8.7%
-3.8%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -2.0% |
| 7D | -5.0% | -4.8% | -0.2% | -4.5% |
| 30D | -3.3% | -3.7% | +0.4% | -2.9% |
| 3M | +9.4% | +14.3% | -4.9% | +7.9% |
| 6M | +3.2% | -8.5% | +11.6% | +2.8% |
| YTD | -12.0% | -4.4% | -7.6% | -12.4% |
| 1Y | +4.9% | +9.1% | -4.2% | +2.5% |
| All | +4.9% | +8.7% | -3.8% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 1y: compounded portfolio wealth divided by compounded COR 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…
1y analysis · Full analysis span regression · 6 months rolling