-0.8%
COR vs ROK
+4.7%
-5.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +3.0% |
| 7D | +7.8% | +7.1% | +0.8% | +7.8% |
| 30D | +7.0% | -5.0% | +12.0% | +7.2% |
| 3M | +16.3% | -9.4% | +25.6% | +16.1% |
| 6M | +41.3% | -11.0% | +52.3% | +40.7% |
| YTD | +7.1% | +4.4% | +2.7% | +3.1% |
| 1Y | -0.8% | +7.4% | -8.2% | -5.0% |
| All | -0.8% | +4.7% | -5.5% | -5.0% |
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