+44.4%
DIA vs CORZ
+161.6%
-117.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.8% | +0.1% |
| 7D | +2.1% | +23.5% | -21.3% | +0.9% |
| 30D | +1.5% | +7.5% | -6.0% | +0.8% |
| 3M | -2.4% | -26.6% | +24.2% | -1.1% |
| 6M | +6.0% | -39.5% | +45.5% | +8.0% |
| YTD | +10.1% | -0.3% | +10.3% | +8.5% |
| 1Y | +11.8% | -4.2% | +16.0% | +10.3% |
| All | +44.4% | +161.6% | -117.2% | +32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ 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 3y: compounded portfolio wealth divided by compounded CORZ 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…
3y analysis · Full analysis span regression · 6 months rolling