+180.5%
COR vs ROK
+46.6%
+133.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.9% |
| 7D | -1.9% | +2.8% | -4.7% | -2.0% |
| 30D | +1.5% | -2.4% | +3.9% | +1.6% |
| 3M | +18.7% | -4.7% | +23.4% | +18.8% |
| 6M | -9.0% | +16.8% | -25.8% | -10.1% |
| YTD | -3.3% | +11.4% | -14.7% | -4.3% |
| 1Y | +9.8% | +26.2% | -16.3% | +8.0% |
| 3Y | +87.4% | +51.9% | +35.5% | +80.7% |
| 5Y | +180.5% | +46.4% | +134.1% | +166.3% |
| All | +180.5% | +46.6% | +133.9% | +166.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling