-38.0%
DOCS vs COR
+223.6%
-261.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.7% | -2.6% | +1.1% |
| 7D | 0.0% | +2.3% | -2.3% | 0.0% |
| 30D | +7.8% | +6.8% | +1.0% | +7.9% |
| 3M | +20.0% | +8.1% | +11.9% | +20.3% |
| 6M | +26.5% | +33.0% | -6.5% | +27.2% |
| YTD | -25.8% | +3.0% | -28.8% | -25.4% |
| 1Y | -39.5% | -3.4% | -36.0% | -39.0% |
| 3Y | +60.3% | +80.1% | -19.8% | +53.7% |
| 5Y | -57.0% | +194.7% | -251.8% | -59.7% |
| All | -38.0% | +223.6% | -261.6% | -39.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling