+591.8%
ON vs COR
+399.7%
+192.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -1.9% | -3.9% | +2.0% | -0.9% |
| 30D | -11.0% | -0.3% | -10.7% | -11.1% |
| 3M | -39.3% | +15.9% | -55.2% | -42.2% |
| 6M | +19.8% | -10.3% | +30.1% | +22.3% |
| YTD | +31.1% | -3.7% | +34.8% | +30.2% |
| 1Y | +46.0% | +9.1% | +36.9% | +38.2% |
| 3Y | -27.5% | +86.6% | -114.1% | -46.6% |
| 5Y | +56.9% | +180.9% | -124.0% | -4.3% |
| 10Y | +591.8% | +407.4% | +184.4% | +253.2% |
| All | +591.8% | +399.7% | +192.1% | +253.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 10y: compounded portfolio wealth divided by compounded COR 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…
10y analysis · Full analysis span regression · 6 months rolling