+8,887.8%
COR vs RL
+1,476.5%
+7,411.3%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +31.5% |
| YTD | -0.7% | +7.3% | -8.0% | -2.7% |
| 1Y | -6.7% | +20.8% | -27.5% | -10.4% |
| 3Y | +73.7% | +247.0% | -173.2% | +36.5% |
| 5Y | +177.9% | +225.5% | -47.6% | +115.9% |
| 10Y | +533.8% | +363.0% | +170.7% | +340.6% |
| All | +8,887.8% | +1,476.5% | +7,411.3% | +4,682.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling