+103.1%
DOCN vs COR
+249.8%
-146.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +3.0% | -7.1% | -3.9% |
| 7D | +19.1% | +7.8% | +11.3% | +20.0% |
| 30D | -21.0% | +7.0% | -28.0% | -20.4% |
| 3M | -34.7% | +16.3% | -51.0% | -33.6% |
| 6M | -45.8% | +41.3% | -87.1% | -44.7% |
| YTD | +79.4% | +7.1% | +72.2% | +83.3% |
| 1Y | +91.0% | -0.8% | +91.8% | +95.7% |
| 3Y | +237.5% | +85.0% | +152.5% | +217.8% |
| 5Y | -30.4% | +203.9% | -234.3% | -38.0% |
| All | +103.1% | +249.8% | -146.7% | +92.5% |
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