+3,595.7%
DLR vs COR
+3,658.1%
-62.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.9% |
| 7D | +1.6% | +2.8% | -1.2% | +0.7% |
| 30D | -3.4% | +4.5% | -7.9% | -4.8% |
| 3M | +0.5% | +22.7% | -22.2% | -5.9% |
| 6M | +4.6% | -9.7% | +14.3% | +6.6% |
| YTD | +23.4% | -1.4% | +24.8% | +21.8% |
| 1Y | +19.0% | +13.9% | +5.1% | +11.7% |
| 3Y | +56.5% | +94.0% | -37.4% | +20.8% |
| 5Y | +33.3% | +184.0% | -150.7% | -10.8% |
| 10Y | +165.1% | +406.8% | -241.6% | +34.6% |
| All | +3,595.7% | +3,658.1% | -62.4% | +734.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling