+97.7%
DOCN vs COR
+244.3%
-146.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +4.0% | -11.1% | -6.6% |
| 7D | -20.0% | +9.1% | -29.2% | -19.1% |
| 30D | -38.8% | +12.4% | -51.2% | -37.8% |
| 3M | -34.8% | +15.8% | -50.6% | -33.7% |
| 6M | -22.8% | +17.1% | -39.9% | -21.3% |
| YTD | +74.6% | +5.4% | +69.2% | +78.4% |
| 1Y | +116.4% | +3.5% | +112.9% | +121.3% |
| 3Y | +239.3% | +86.0% | +153.4% | +217.5% |
| 5Y | -20.2% | +196.7% | -217.0% | -29.1% |
| All | +97.7% | +244.3% | -146.6% | +87.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling