+85.0%
COR vs ROL
+5.9%
+79.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.6% | +0.4% | +2.3% |
| 7D | +7.8% | +3.0% | +4.9% | +7.0% |
| 30D | +7.0% | +19.8% | -12.8% | +2.1% |
| 3M | +16.3% | +7.9% | +8.4% | +13.7% |
| 6M | +41.3% | -25.6% | +66.9% | +52.1% |
| YTD | +7.1% | -34.1% | +41.3% | +19.0% |
| 1Y | -0.8% | -31.4% | +30.6% | +9.0% |
| 3Y | +85.0% | +4.7% | +80.3% | +90.1% |
| All | +85.0% | +5.9% | +79.1% | +90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 3y: compounded portfolio wealth divided by compounded ROL 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…
3y analysis · Full analysis span regression · 6 months rolling