+54.3%
DOCN vs COR
-3.2%
+57.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -4.0% | -11.8% | -17.4% |
| 7D | -29.3% | +2.8% | -32.0% | -28.3% |
| 30D | -46.0% | +7.4% | -53.4% | -44.2% |
| 3M | -43.2% | +7.3% | -50.5% | -41.4% |
| 6M | -53.7% | +11.5% | -65.2% | -50.9% |
| YTD | +46.9% | +1.2% | +45.8% | +55.1% |
| 1Y | +54.3% | -3.3% | +57.6% | +62.7% |
| All | +54.3% | -3.2% | +57.6% | +62.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling