+556.1%
ON vs COR
+489.9%
+66.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.3% | +5.4% | +5.7% |
| 7D | +3.3% | -1.2% | +4.5% | +3.8% |
| 30D | -3.1% | +7.6% | -10.8% | -5.0% |
| 3M | -9.2% | +5.0% | -14.2% | -10.6% |
| 6M | -31.4% | +35.3% | -66.6% | -37.8% |
| YTD | +36.0% | +4.2% | +31.7% | +32.1% |
| 1Y | +52.0% | -3.4% | +55.4% | +51.2% |
| 3Y | +9.3% | +81.1% | -71.9% | -19.2% |
| 5Y | +26.5% | +195.8% | -169.3% | -26.6% |
| 10Y | +556.1% | +493.6% | +62.6% | +190.1% |
| All | +556.1% | +489.9% | +66.2% | +190.1% |
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