+183.0%
COR vs DOC
-22.1%
+205.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -4.0% |
| 7D | +2.8% | +6.2% | -3.5% | +2.4% |
| 30D | +7.4% | +6.5% | +0.9% | +7.0% |
| 3M | +7.3% | -6.2% | +13.5% | +7.6% |
| 6M | +11.5% | +25.6% | -14.1% | +10.3% |
| YTD | +1.2% | +32.1% | -30.9% | -0.7% |
| 1Y | -3.3% | +20.3% | -23.6% | -3.8% |
| 3Y | +78.5% | +42.7% | +35.7% | +70.2% |
| 5Y | +183.0% | -22.2% | +205.1% | +220.0% |
| All | +183.0% | -22.1% | +205.0% | +220.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 5y: compounded portfolio wealth divided by compounded DOC 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…
5y analysis · Full analysis span regression · 6 months rolling