+66.4%
DOCN vs COR
+230.4%
-164.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -4.0% | -11.8% | -16.3% |
| 7D | -29.3% | +2.8% | -32.0% | -29.0% |
| 30D | -46.0% | +7.4% | -53.4% | -45.5% |
| 3M | -43.2% | +7.3% | -50.5% | -42.7% |
| 6M | -53.7% | +11.5% | -65.2% | -53.0% |
| YTD | +46.9% | +1.2% | +45.8% | +49.3% |
| 1Y | +54.3% | -3.3% | +57.6% | +57.1% |
| 3Y | +185.5% | +78.5% | +107.1% | +165.7% |
| 5Y | -31.1% | +183.0% | -214.1% | -39.1% |
| All | +66.4% | +230.4% | -164.0% | +56.8% |
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