-3.1%
COR vs ROK
+4.1%
-7.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | -0.1% |
| 7D | +2.9% | +6.1% | -3.2% | +2.8% |
| 30D | +5.8% | -6.5% | +12.3% | +5.9% |
| 3M | +11.4% | -10.2% | +21.6% | +11.1% |
| 6M | +34.5% | -10.6% | +45.1% | +33.9% |
| YTD | +4.1% | +4.9% | -0.8% | +0.7% |
| 1Y | -3.1% | +3.8% | -6.9% | -6.5% |
| All | -3.1% | +4.1% | -7.2% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 1y: compounded portfolio wealth divided by compounded ROK 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…
1y analysis · Full analysis span regression · 6 months rolling