+18,941.1%
COR vs ROK
+7,346.5%
+11,594.6%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +2.9% |
| 7D | +7.6% | +7.1% | +0.6% | +6.1% |
| 30D | +6.8% | -5.0% | +11.8% | +7.7% |
| 3M | +16.0% | -9.4% | +25.4% | +18.1% |
| 6M | +41.0% | -11.0% | +52.0% | +43.4% |
| YTD | +6.9% | +4.4% | +2.5% | +4.3% |
| 1Y | -1.0% | +7.4% | -8.4% | -4.1% |
| 3Y | +84.6% | +61.0% | +23.7% | +58.5% |
| 5Y | +203.3% | +30.4% | +172.9% | +167.2% |
| 10Y | +509.1% | +264.8% | +244.3% | +309.9% |
| All | +18,941.1% | +7,346.5% | +11,594.6% | +6,002.3% |
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 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