+17,451.9%
COR vs ROL
+3,541.3%
+13,910.6%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.0% |
| 7D | +2.8% | -1.4% | +4.2% | +3.1% |
| 30D | +4.5% | -4.1% | +8.6% | +5.6% |
| 3M | +22.7% | -22.5% | +45.2% | +30.8% |
| 6M | -9.7% | -37.7% | +27.9% | +1.8% |
| YTD | -1.4% | -39.6% | +38.1% | +11.9% |
| 1Y | +13.9% | -36.0% | +49.9% | +27.2% |
| 3Y | +94.0% | -5.1% | +99.1% | +93.2% |
| 5Y | +184.0% | -3.4% | +187.4% | +177.3% |
| 10Y | +406.8% | +215.2% | +191.5% | +258.4% |
| All | +17,451.9% | +3,541.3% | +13,910.6% | +6,270.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling