+18,393.8%
COR vs ROK
+7,248.4%
+11,145.4%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.2% | +0.4% |
| 7D | +2.4% | -11.0% | +13.4% | +4.8% |
| 30D | +7.7% | -8.2% | +15.9% | +9.4% |
| 3M | +7.5% | -8.5% | +16.0% | +9.2% |
| 6M | +34.1% | -12.0% | +46.1% | +36.7% |
| YTD | +3.9% | +3.1% | +0.8% | +1.6% |
| 1Y | -3.6% | +2.9% | -6.5% | -5.8% |
| 3Y | +80.5% | +60.7% | +19.9% | +55.0% |
| 5Y | +194.9% | +29.5% | +165.4% | +160.1% |
| 10Y | +486.6% | +262.6% | +224.0% | +295.3% |
| All | +18,393.8% | +7,248.4% | +11,145.4% | +5,843.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling