+93,537.0%
ROST vs COR
+18,554.5%
+74,982.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.6% | +0.9% |
| 7D | -1.8% | -1.2% | -0.7% | -1.5% |
| 30D | +6.8% | +7.6% | -0.8% | +5.2% |
| 3M | -4.0% | +5.0% | -9.0% | -5.0% |
| 6M | +12.9% | +35.3% | -22.4% | +5.6% |
| YTD | +34.7% | +4.2% | +30.5% | +32.3% |
| 1Y | +49.5% | -3.4% | +52.9% | +49.2% |
| 3Y | +101.5% | +81.1% | +20.4% | +73.5% |
| 5Y | +120.7% | +195.8% | -75.1% | +70.0% |
| 10Y | +317.8% | +493.6% | -175.7% | +174.9% |
| All | +93,537.0% | +18,554.5% | +74,982.5% | +34,834.9% |
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