+512.3%
COR vs RL
+397.7%
+114.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.8% | -2.2% | +2.8% |
| 7D | +2.3% | +0.2% | +2.1% | +2.3% |
| 30D | +6.8% | +7.3% | -0.6% | +5.7% |
| 3M | +8.1% | +1.0% | +7.1% | +7.8% |
| 6M | +33.0% | +11.8% | +21.2% | +30.3% |
| YTD | +3.0% | +13.6% | -10.6% | +0.1% |
| 1Y | -3.4% | +24.0% | -27.5% | -7.4% |
| 3Y | +80.1% | +256.6% | -176.4% | +38.5% |
| 5Y | +194.7% | +240.2% | -45.5% | +122.7% |
| 10Y | +512.3% | +373.0% | +139.3% | +315.3% |
| All | +512.3% | +397.7% | +114.6% | +315.3% |
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