+89,258.2%
ROST vs COR
+17,545.2%
+71,712.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.4% | 0.0% |
| 7D | +0.9% | +2.8% | -1.8% | +0.3% |
| 30D | -8.9% | +4.5% | -13.4% | -9.8% |
| 3M | -0.8% | +22.7% | -23.5% | -5.3% |
| 6M | +8.5% | -9.7% | +18.2% | +10.2% |
| YTD | +28.6% | -1.4% | +30.0% | +27.8% |
| 1Y | +52.3% | +13.9% | +38.4% | +46.5% |
| 3Y | +94.8% | +94.0% | +0.9% | +65.0% |
| 5Y | +110.8% | +184.0% | -73.3% | +63.8% |
| 10Y | +304.5% | +406.8% | -102.2% | +173.3% |
| All | +89,258.2% | +17,545.2% | +71,712.9% | +33,641.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling