+523.3%
ON vs COR
+486.2%
+37.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.0% | -6.6% | -4.4% |
| 7D | +12.2% | +7.8% | +4.4% | +9.9% |
| 30D | -3.1% | +7.0% | -10.1% | -4.9% |
| 3M | -12.9% | +16.3% | -29.1% | -16.5% |
| 6M | -38.6% | +41.3% | -79.9% | -45.1% |
| YTD | +31.2% | +7.1% | +24.1% | +26.4% |
| 1Y | +47.6% | -0.8% | +48.5% | +45.7% |
| 3Y | +6.6% | +85.0% | -78.4% | -21.5% |
| 5Y | +21.3% | +203.9% | -182.6% | -30.2% |
| All | +523.3% | +486.2% | +37.1% | +176.3% |
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