+18,455.8%
COR vs ROL
+3,826.6%
+14,629.3%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -1.2% | +0.8% | -1.9% | -1.4% |
| 30D | +7.6% | +20.6% | -12.9% | +2.4% |
| 3M | +5.0% | +4.5% | +0.5% | +3.6% |
| 6M | +35.3% | -26.5% | +61.8% | +45.9% |
| YTD | +4.2% | -34.8% | +39.0% | +15.8% |
| 1Y | -3.4% | -33.2% | +29.7% | +6.5% |
| 3Y | +81.1% | +4.5% | +76.7% | +76.2% |
| 5Y | +195.8% | +15.5% | +180.3% | +175.7% |
| 10Y | +493.6% | +217.2% | +276.3% | +318.0% |
| All | +18,455.8% | +3,826.6% | +14,629.3% | +6,489.6% |
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