+176.7%
DLR vs COR
+399.7%
-223.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +2.9% | -3.9% | +6.8% | +3.7% |
| 30D | -1.2% | -0.3% | -0.8% | -1.2% |
| 3M | +2.9% | +15.9% | -12.9% | -0.3% |
| 6M | +6.7% | -10.3% | +16.9% | +8.3% |
| YTD | +23.9% | -3.7% | +27.6% | +23.5% |
| 1Y | +18.6% | +9.1% | +9.6% | +14.8% |
| 3Y | +59.7% | +86.6% | -26.9% | +33.8% |
| 5Y | +42.1% | +180.9% | -138.9% | +6.4% |
| 10Y | +176.7% | +407.4% | -230.7% | +91.3% |
| All | +176.7% | +399.7% | -223.0% | +91.3% |
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