+18,674.3%
COR vs DOC
+976.3%
+17,698.0%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.1% | +0.8% | +3.3% |
| 7D | +9.1% | +8.7% | +0.4% | +7.3% |
| 30D | +12.4% | +7.6% | +4.8% | +10.7% |
| 3M | +15.8% | -5.3% | +21.1% | +16.9% |
| 6M | +17.1% | +27.6% | -10.5% | +10.0% |
| YTD | +5.4% | +32.4% | -27.0% | -1.9% |
| 1Y | +3.5% | +22.9% | -19.3% | -2.2% |
| 3Y | +86.0% | +43.1% | +42.9% | +67.2% |
| 5Y | +196.7% | -21.4% | +218.1% | +201.5% |
| 10Y | +572.6% | +16.8% | +555.8% | +507.6% |
| All | +18,674.3% | +976.3% | +17,698.0% | +8,838.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling