+91.0%
DOCN vs COR
-0.1%
+91.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +3.0% | -7.1% | -3.1% |
| 7D | +19.1% | +7.8% | +11.3% | +22.3% |
| 30D | -21.0% | +7.0% | -28.0% | -18.8% |
| 3M | -34.7% | +16.3% | -51.0% | -30.7% |
| 6M | -45.8% | +41.3% | -87.1% | -41.0% |
| YTD | +79.4% | +7.1% | +72.2% | +93.9% |
| 1Y | +91.0% | -0.8% | +91.8% | +103.6% |
| All | +91.0% | -0.1% | +91.1% | +103.6% |
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