-47.9%
RIG vs COR
+486.2%
-534.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.0% | +1.2% | +2.8% |
| 7D | +5.7% | +7.8% | -2.1% | +2.2% |
| 30D | -0.7% | +7.0% | -7.7% | -4.1% |
| 3M | -3.1% | +16.3% | -19.4% | -10.2% |
| 6M | -16.3% | +41.3% | -57.6% | -29.5% |
| YTD | +34.1% | +7.1% | +27.0% | +25.9% |
| 1Y | +38.2% | -0.8% | +39.0% | +34.6% |
| 3Y | -15.3% | +85.0% | -100.3% | -45.1% |
| 5Y | +62.5% | +203.9% | -141.4% | -24.2% |
| All | -47.9% | +486.2% | -534.1% | -81.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling