+97.9%
ROST vs COR
+87.4%
+10.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | -0.2% |
| 7D | +0.2% | -1.9% | +2.1% | +0.4% |
| 30D | -10.0% | +1.5% | -11.5% | -10.1% |
| 3M | +1.2% | +18.7% | -17.5% | 0.0% |
| 6M | +8.9% | -9.0% | +18.0% | +8.9% |
| YTD | +28.1% | -3.3% | +31.4% | +27.6% |
| 1Y | +53.0% | +9.8% | +43.1% | +51.8% |
| 3Y | +97.9% | +87.4% | +10.5% | +117.8% |
| All | +97.9% | +87.4% | +10.4% | +117.8% |
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