-5.5%
ON vs CORZ
+225.9%
-231.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.3% | +0.5% |
| 7D | -1.9% | +7.6% | -9.5% | -3.3% |
| 30D | -11.0% | -6.9% | -4.1% | -10.0% |
| 3M | -39.3% | -33.0% | -6.3% | -35.4% |
| 6M | +19.8% | +19.3% | +0.5% | +16.9% |
| YTD | +31.1% | +24.2% | +6.8% | +26.4% |
| 1Y | +46.0% | +24.5% | +21.5% | +40.0% |
| All | -5.5% | +225.9% | -231.5% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ 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 CORZ 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