-24.5%
ON vs COR
+92.7%
-117.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +0.3% |
| 7D | +2.4% | +2.8% | -0.3% | +3.5% |
| 30D | -3.3% | +4.5% | -7.8% | -1.5% |
| 3M | -43.6% | +22.7% | -66.2% | -39.0% |
| 6M | +19.0% | -9.7% | +28.7% | +17.3% |
| YTD | +37.4% | -1.4% | +38.8% | +40.6% |
| 1Y | +54.8% | +13.9% | +40.8% | +68.9% |
| All | -24.5% | +92.7% | -117.2% | -11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling