+89,815.1%
ROST vs COR
+19,078.6%
+70,736.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.0% | -5.3% | -3.0% |
| 7D | +0.3% | +7.8% | -7.6% | -1.4% |
| 30D | +0.5% | +7.0% | -6.5% | -0.9% |
| 3M | -5.2% | +16.3% | -21.5% | -8.3% |
| 6M | +9.8% | +41.3% | -31.5% | +1.8% |
| YTD | +29.4% | +7.1% | +22.2% | +26.3% |
| 1Y | +44.4% | -0.8% | +45.2% | +43.2% |
| 3Y | +95.0% | +85.0% | +10.0% | +67.1% |
| 5Y | +111.9% | +203.9% | -92.0% | +62.3% |
| 10Y | +301.2% | +510.3% | -209.0% | +162.3% |
| All | +89,815.1% | +19,078.6% | +70,736.5% | +33,237.0% |
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