-15.3%
RIG vs COR
+85.8%
-101.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.8% | +1.4% | +4.6% |
| 7D | +5.7% | +7.6% | -1.9% | +7.1% |
| 30D | -0.7% | +6.8% | -7.5% | +0.7% |
| 3M | -3.1% | +16.0% | -19.2% | -0.4% |
| 6M | -16.3% | +41.0% | -57.3% | -10.4% |
| YTD | +34.1% | +6.9% | +27.2% | +35.7% |
| 1Y | +38.2% | -1.0% | +39.2% | +36.2% |
| 3Y | -15.3% | +84.6% | -99.9% | +3.4% |
| All | -15.3% | +85.8% | -101.1% | +3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling