+111.1%
ROST vs COR
+179.1%
-68.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | -2.5% | -4.8% | +2.3% | -1.4% |
| 30D | -10.3% | -3.7% | -6.6% | -9.6% |
| 3M | -2.6% | +14.3% | -16.9% | -5.6% |
| 6M | +6.5% | -8.5% | +15.0% | +8.2% |
| YTD | +25.9% | -4.4% | +30.3% | +26.0% |
| 1Y | +52.3% | +9.1% | +43.2% | +46.6% |
| 3Y | +94.6% | +85.2% | +9.4% | +48.9% |
| 5Y | +111.1% | +180.7% | -69.6% | +21.6% |
| All | +111.1% | +179.1% | -68.0% | +21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling