+60.1%
DOCN vs COR
+184.0%
-124.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.9% | +4.7% | +2.6% |
| 7D | +1.1% | +2.8% | -1.6% | +1.4% |
| 30D | -9.6% | +4.5% | -14.2% | -9.3% |
| 3M | -37.7% | +22.7% | -60.4% | -37.3% |
| 6M | +115.2% | -9.7% | +124.9% | +119.4% |
| YTD | +133.7% | -1.4% | +135.2% | +136.5% |
| 1Y | +250.2% | +13.9% | +236.2% | +251.6% |
| 3Y | +320.3% | +94.0% | +226.3% | +258.7% |
| All | +60.1% | +184.0% | -124.0% | +27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling