+235.9%
DIA vs COR
+505.6%
-269.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.6% |
| 7D | +0.9% | +2.4% | -1.5% | +0.2% |
| 30D | +1.1% | +7.7% | -6.6% | -1.0% |
| 3M | -2.9% | +7.5% | -10.4% | -5.1% |
| 6M | +5.9% | +34.1% | -28.2% | -3.3% |
| YTD | +9.8% | +3.9% | +5.9% | +6.9% |
| 1Y | +11.7% | -3.6% | +15.4% | +11.4% |
| 3Y | +59.5% | +80.5% | -21.0% | +26.2% |
| 5Y | +57.5% | +194.9% | -137.3% | +3.3% |
| 10Y | +235.9% | +486.6% | -250.7% | +78.0% |
| All | +235.9% | +505.6% | -269.7% | +78.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling