+59.1%
DLR vs COR
+91.1%
-32.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.2% |
| 7D | +1.6% | +2.8% | -1.2% | +1.7% |
| 30D | -3.4% | +4.5% | -7.9% | -3.1% |
| 3M | +0.5% | +22.7% | -22.2% | +1.4% |
| 6M | +4.6% | -9.7% | +14.3% | +4.2% |
| YTD | +23.4% | -1.4% | +24.8% | +23.5% |
| 1Y | +19.0% | +13.9% | +5.1% | +20.0% |
| All | +59.1% | +91.1% | -32.0% | +58.2% |
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