+17,590.3%
COR vs ROL
+3,753.5%
+13,836.8%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.3% |
| 7D | +0.8% | +9.5% | -8.7% | -1.6% |
| 30D | +5.1% | +22.9% | -17.8% | -0.5% |
| 3M | +2.8% | +3.5% | -0.7% | +1.6% |
| 6M | +32.5% | -29.4% | +61.9% | +44.4% |
| YTD | -0.7% | -36.1% | +35.4% | +10.9% |
| 1Y | -6.7% | -34.4% | +27.7% | +3.4% |
| 3Y | +73.7% | +4.0% | +69.7% | +69.1% |
| 5Y | +177.9% | +13.2% | +164.6% | +160.3% |
| 10Y | +533.8% | +219.7% | +314.1% | +345.7% |
| All | +17,590.3% | +3,753.5% | +13,836.8% | +6,212.6% |
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