+251.0%
DIA vs COR
+399.7%
-148.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -1.2% | -3.9% | +2.6% | -0.2% |
| 30D | -2.7% | -0.3% | -2.4% | -2.7% |
| 3M | +3.3% | +15.9% | -12.6% | -1.2% |
| 6M | +10.4% | -10.3% | +20.7% | +12.9% |
| YTD | +10.0% | -3.7% | +13.7% | +9.6% |
| 1Y | +16.2% | +9.1% | +7.1% | +11.0% |
| 3Y | +58.7% | +86.6% | -27.8% | +25.2% |
| 5Y | +63.6% | +180.9% | -117.4% | +11.5% |
| 10Y | +251.0% | +407.4% | -156.4% | +103.3% |
| All | +251.0% | +399.7% | -148.7% | +103.3% |
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