+1,110.0%
DIA vs COR
+7,433.9%
-6,324.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -1.6% | -1.2% | -0.5% | -1.4% |
| 30D | +1.3% | +7.6% | -6.4% | -0.3% |
| 3M | -2.1% | +5.0% | -7.1% | -3.2% |
| 6M | +6.2% | +35.3% | -29.1% | -0.9% |
| YTD | +10.3% | +4.2% | +6.1% | +8.1% |
| 1Y | +11.0% | -3.4% | +14.4% | +10.5% |
| 3Y | +60.4% | +81.1% | -20.8% | +37.3% |
| 5Y | +59.1% | +195.8% | -136.7% | +21.4% |
| 10Y | +237.1% | +493.6% | -256.5% | +116.9% |
| All | +1,110.0% | +7,433.9% | -6,324.0% | +406.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling