+215.6%
RSP vs COR
+534.3%
-318.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.7% | -1.4% | +1.2% |
| 7D | +0.4% | +2.3% | -1.9% | -0.3% |
| 30D | +3.7% | +6.8% | -3.1% | +1.6% |
| 3M | +0.8% | +8.1% | -7.3% | -1.8% |
| 6M | +9.1% | +33.0% | -23.9% | -0.6% |
| YTD | +16.7% | +3.0% | +13.7% | +13.9% |
| 1Y | +19.7% | -3.4% | +23.1% | +19.2% |
| 3Y | +66.7% | +80.1% | -13.4% | +30.6% |
| 5Y | +48.7% | +194.7% | -146.0% | -4.4% |
| 10Y | +215.6% | +512.3% | -296.7% | +61.2% |
| All | +215.6% | +534.3% | -318.8% | +61.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling