+58.5%
ON vs COR
+180.8%
-122.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.9% | -2.5% | -4.6% |
| 7D | -2.2% | -1.9% | -0.3% | -2.3% |
| 30D | -12.4% | +1.5% | -13.9% | -12.3% |
| 3M | -41.2% | +18.7% | -59.9% | -40.8% |
| 6M | +25.0% | -9.0% | +34.0% | +26.8% |
| YTD | +31.3% | -3.3% | +34.6% | +32.8% |
| 1Y | +45.4% | +9.8% | +35.6% | +45.5% |
| 3Y | -27.4% | +87.4% | -114.8% | -40.9% |
| 5Y | +58.5% | +180.5% | -122.0% | +1.7% |
| All | +58.5% | +180.8% | -122.3% | +1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling