-4.4%
ON vs COR
+74.4%
-78.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | -0.1% |
| 7D | -11.7% | +0.8% | -12.5% | -11.3% |
| 30D | -23.3% | +5.1% | -28.4% | -21.7% |
| 3M | -19.2% | +2.8% | -22.0% | -18.1% |
| 6M | -40.1% | +32.5% | -72.7% | -33.3% |
| YTD | +16.9% | -0.7% | +17.6% | +20.1% |
| 1Y | +29.7% | -6.7% | +36.4% | +29.8% |
| 3Y | -4.4% | +73.7% | -78.1% | +41.8% |
| All | -4.4% | +74.4% | -78.8% | +41.8% |
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