+475.2%
COR vs RL
+342.1%
+133.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | +2.9% | +2.4% | +0.5% | +2.5% |
| 30D | +5.8% | +4.6% | +1.3% | +5.2% |
| 3M | +11.4% | -1.1% | +12.5% | +11.5% |
| 6M | +34.5% | +16.5% | +17.9% | +31.0% |
| YTD | +4.1% | +11.4% | -7.3% | +1.5% |
| 1Y | -3.1% | +16.1% | -19.2% | -6.2% |
| 3Y | +80.9% | +252.6% | -171.7% | +39.6% |
| 5Y | +195.1% | +244.9% | -49.7% | +122.8% |
| All | +475.2% | +342.1% | +133.0% | +289.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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