+17,590.3%
COR vs ROP
+8,776.9%
+8,813.4%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -1.1% |
| 7D | +0.8% | +2.1% | -1.3% | +0.3% |
| 30D | +5.1% | +32.9% | -27.8% | -2.3% |
| 3M | +2.8% | +20.0% | -17.2% | -2.0% |
| 6M | +32.5% | +36.4% | -3.9% | +21.9% |
| YTD | -0.7% | +7.8% | -8.5% | -3.5% |
| 1Y | -6.7% | +8.0% | -14.7% | -9.5% |
| 3Y | +73.7% | -3.5% | +77.2% | +71.9% |
| 5Y | +177.9% | +1.5% | +176.4% | +169.2% |
| 10Y | +533.8% | +198.5% | +335.3% | +373.3% |
| All | +17,590.3% | +8,776.9% | +8,813.4% | +6,777.5% |
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