-47.3%
DOCS vs COR
+5.5%
-52.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.0% | +2.4% | +6.9% |
| 7D | +1.2% | +9.1% | -7.9% | +2.5% |
| 30D | +21.3% | +12.4% | +8.9% | +23.5% |
| 3M | +58.4% | +15.8% | +42.6% | +62.5% |
| 6M | +39.3% | +17.1% | +22.2% | +44.1% |
| YTD | -21.7% | +5.4% | -27.1% | -20.8% |
| 1Y | -47.3% | +3.5% | -50.9% | -46.8% |
| All | -47.3% | +5.5% | -52.8% | -46.8% |
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