+95.0%
ROST vs COR
+86.2%
+8.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.0% | -5.3% | -2.7% |
| 7D | +0.3% | +7.8% | -7.6% | -0.7% |
| 30D | +0.5% | +7.0% | -6.5% | -0.3% |
| 3M | -5.2% | +16.3% | -21.5% | -6.6% |
| 6M | +9.8% | +41.3% | -31.5% | +6.7% |
| YTD | +29.4% | +7.1% | +22.2% | +27.5% |
| 1Y | +44.4% | -0.8% | +45.2% | +42.8% |
| 3Y | +95.0% | +85.0% | +10.0% | +99.3% |
| All | +95.0% | +86.2% | +8.8% | +99.3% |
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