+84.2%
DOCN vs COR
+236.3%
-152.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +3.7% | +4.4% | +8.4% |
| 7D | -12.8% | +2.3% | -15.1% | -12.5% |
| 30D | -41.9% | +6.8% | -48.7% | -41.4% |
| 3M | -36.9% | +8.1% | -45.0% | -36.3% |
| 6M | -52.2% | +33.0% | -85.2% | -51.5% |
| YTD | +62.7% | +3.0% | +59.7% | +65.6% |
| 1Y | +58.2% | -3.4% | +61.7% | +61.4% |
| 3Y | +219.5% | +80.1% | +139.3% | +198.5% |
| 5Y | -32.9% | +194.7% | -227.6% | -40.3% |
| All | +84.2% | +236.3% | -152.0% | +73.9% |
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