+163.8%
ON vs COR
+10,616.2%
-10,452.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.0% |
| 7D | -11.7% | +0.8% | -12.5% | -11.8% |
| 30D | -23.3% | +5.1% | -28.4% | -24.5% |
| 3M | -19.2% | +2.8% | -22.0% | -20.1% |
| 6M | -40.1% | +32.5% | -72.7% | -45.9% |
| YTD | +16.9% | -0.7% | +17.6% | +14.4% |
| 1Y | +29.7% | -6.7% | +36.4% | +29.2% |
| 3Y | -4.4% | +73.7% | -78.1% | -25.8% |
| 5Y | +7.1% | +177.9% | -170.8% | -30.4% |
| 10Y | +447.2% | +533.8% | -86.6% | +159.3% |
| All | +163.8% | +10,616.2% | -10,452.4% | -25.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling