+1,127.7%
RSP vs COR
+3,474.9%
-2,347.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.2% |
| 7D | -0.8% | +2.8% | -3.5% | -1.8% |
| 30D | -0.3% | +4.5% | -4.9% | -2.1% |
| 3M | +4.3% | +22.7% | -18.4% | -3.7% |
| 6M | +8.8% | -9.7% | +18.6% | +11.5% |
| YTD | +15.3% | -1.4% | +16.7% | +13.6% |
| 1Y | +18.3% | +13.9% | +4.4% | +9.8% |
| 3Y | +52.8% | +94.0% | -41.2% | +12.5% |
| 5Y | +51.7% | +184.0% | -132.3% | -5.4% |
| 10Y | +208.5% | +406.8% | -198.3% | +42.2% |
| All | +1,127.7% | +3,474.9% | -2,347.2% | +135.2% |
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 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