+164.6%
DOCN vs COR
+221.9%
-57.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.2% |
| 3M | -37.7% | +22.7% | -60.4% | -37.1% |
| 6M | +115.2% | -9.7% | +124.9% | +118.8% |
| YTD | +133.7% | -1.4% | +135.2% | +136.5% |
| 1Y | +250.2% | +13.9% | +236.2% | +253.3% |
| 3Y | +320.3% | +94.0% | +226.3% | +278.3% |
| 5Y | +53.1% | +184.0% | -130.9% | +35.0% |
| All | +164.6% | +221.9% | -57.2% | +148.3% |
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