+520.9%
COR vs RL
+356.1%
+164.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.6% |
| 7D | +0.8% | -4.2% | +5.0% | +1.5% |
| 30D | +5.1% | +4.3% | +0.9% | +4.5% |
| 3M | +2.8% | -4.6% | +7.4% | +3.5% |
| 6M | +32.5% | +1.7% | +30.8% | +31.6% |
| YTD | -0.7% | +7.3% | -8.0% | -2.6% |
| 1Y | -6.7% | +20.8% | -27.5% | -10.3% |
| 3Y | +73.7% | +247.0% | -173.2% | +33.3% |
| 5Y | +177.9% | +225.5% | -47.6% | +110.3% |
| All | +520.9% | +356.1% | +164.8% | +320.6% |
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