+18,237.3%
COR vs ROP
+8,706.6%
+9,530.7%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.7% | +3.9% |
| 7D | +2.3% | -1.6% | +4.0% | +2.8% |
| 30D | +6.8% | +29.5% | -22.8% | -0.2% |
| 3M | +8.1% | +17.5% | -9.4% | +3.5% |
| 6M | +33.0% | +38.1% | -5.1% | +22.0% |
| YTD | +3.0% | +7.0% | -4.0% | +0.2% |
| 1Y | -3.4% | +6.5% | -9.9% | -6.0% |
| 3Y | +80.1% | -5.5% | +85.6% | +79.2% |
| 5Y | +194.7% | -0.4% | +195.1% | +186.8% |
| 10Y | +512.3% | +183.6% | +328.7% | +362.3% |
| All | +18,237.3% | +8,706.6% | +9,530.7% | +7,042.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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