+53.3%
DIA vs COR
+178.3%
-125.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.1% |
| 7D | -0.9% | +0.8% | -1.8% | -1.0% |
| 30D | +0.3% | +5.1% | -4.9% | -0.5% |
| 3M | -4.5% | +2.8% | -7.3% | -5.0% |
| 6M | +3.4% | +32.5% | -29.2% | -1.8% |
| YTD | +7.8% | -0.7% | +8.4% | +7.3% |
| 1Y | +10.7% | -6.7% | +17.4% | +11.9% |
| 3Y | +57.5% | +73.7% | -16.2% | +29.1% |
| All | +53.3% | +178.3% | -125.0% | -0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling