+65.1%
RSP vs COR
+85.8%
-20.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | 0.0% |
| 7D | +2.4% | +7.6% | -5.3% | +1.9% |
| 30D | +4.3% | +6.8% | -2.5% | +3.9% |
| 3M | -0.3% | +16.0% | -16.4% | -1.1% |
| 6M | +9.8% | +41.0% | -31.2% | +7.9% |
| YTD | +16.8% | +6.9% | +9.9% | +16.3% |
| 1Y | +19.5% | -1.0% | +20.5% | +19.5% |
| 3Y | +65.1% | +84.6% | -19.5% | +65.9% |
| All | +65.1% | +85.8% | -20.7% | +65.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling