+70.5%
DOCN vs COR
+224.4%
-153.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.3% | +2.3% |
| 7D | -19.2% | +0.8% | -20.0% | -19.0% |
| 30D | -43.1% | +5.1% | -48.2% | -42.6% |
| 3M | -40.7% | +2.8% | -43.5% | -40.4% |
| 6M | -55.0% | +32.5% | -87.5% | -54.4% |
| YTD | +50.6% | -0.7% | +51.3% | +52.8% |
| 1Y | +54.0% | -6.7% | +60.7% | +56.5% |
| 3Y | +203.9% | +73.7% | +130.2% | +183.0% |
| 5Y | -29.4% | +177.9% | -207.2% | -37.7% |
| All | +70.5% | +224.4% | -153.9% | +60.4% |
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