+55.3%
ON vs COR
+9.0%
+46.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.2% | +8.3% | +8.6% |
| 7D | +2.4% | -2.8% | +5.2% | +1.5% |
| 30D | -8.6% | +2.6% | -11.2% | -7.9% |
| 3M | -34.3% | +14.5% | -48.8% | -31.5% |
| 6M | +28.5% | -7.8% | +36.3% | +30.7% |
| YTD | +40.6% | -4.2% | +44.8% | +45.7% |
| 1Y | +55.3% | +7.0% | +48.3% | +62.7% |
| All | +55.3% | +9.0% | +46.3% | +62.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling