+190.0%
ON vs COR
+11,103.0%
-10,912.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.1% | +0.5% |
| 7D | -4.1% | +2.4% | -6.5% | -4.7% |
| 30D | -10.2% | +7.7% | -17.9% | -12.2% |
| 3M | -12.7% | +7.5% | -20.3% | -14.9% |
| 6M | -32.5% | +34.1% | -66.7% | -39.2% |
| YTD | +28.6% | +3.9% | +24.7% | +24.2% |
| 1Y | +43.4% | -3.6% | +47.1% | +41.6% |
| 3Y | +3.3% | +80.5% | -77.2% | -20.6% |
| 5Y | +22.5% | +194.9% | -172.3% | -21.8% |
| 10Y | +535.7% | +486.6% | +49.1% | +210.3% |
| All | +190.0% | +11,103.0% | -10,912.9% | -19.2% |
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