+54.5%
DLR vs COR
+80.2%
-25.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.7% | -0.3% | +3.5% |
| 7D | +2.4% | +2.3% | 0.0% | +2.5% |
| 30D | +0.7% | +6.8% | -6.0% | +1.2% |
| 3M | -6.4% | +8.1% | -14.5% | -6.0% |
| 6M | -6.5% | +33.0% | -39.5% | -5.2% |
| YTD | +18.8% | +3.0% | +15.8% | +19.2% |
| 1Y | +9.0% | -3.4% | +12.5% | +9.2% |
| 3Y | +54.5% | +80.1% | -25.6% | +63.8% |
| All | +54.5% | +80.2% | -25.7% | +63.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling