+35.3%
DLR vs COR
+180.8%
-145.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +0.7% |
| 7D | +3.4% | -1.9% | +5.3% | +3.5% |
| 30D | -2.2% | +1.5% | -3.7% | -2.4% |
| 3M | +4.7% | +18.7% | -14.0% | +3.1% |
| 6M | +9.0% | -9.0% | +18.0% | +10.0% |
| YTD | +24.1% | -3.3% | +27.4% | +24.1% |
| 1Y | +20.9% | +9.8% | +11.1% | +18.6% |
| 3Y | +60.0% | +87.4% | -27.3% | +37.0% |
| 5Y | +35.3% | +180.5% | -145.2% | +3.0% |
| All | +35.3% | +180.8% | -145.5% | +3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling