+1,081.8%
DIA vs COR
+7,082.5%
-6,000.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | 0.0% |
| 7D | -0.9% | +0.8% | -1.8% | -1.1% |
| 30D | +0.3% | +5.1% | -4.9% | -0.8% |
| 3M | -4.5% | +2.8% | -7.3% | -5.2% |
| 6M | +3.4% | +32.5% | -29.2% | -3.1% |
| YTD | +7.8% | -0.7% | +8.4% | +6.7% |
| 1Y | +10.7% | -6.7% | +17.4% | +11.1% |
| 3Y | +57.5% | +73.7% | -16.2% | +36.1% |
| 5Y | +53.7% | +177.9% | -124.1% | +18.9% |
| 10Y | +247.2% | +533.8% | -286.6% | +120.7% |
| All | +1,081.8% | +7,082.5% | -6,000.8% | +399.9% |
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