-48.1%
DOCS vs COR
-4.6%
-43.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -2.2% |
| 7D | -0.8% | +0.8% | -1.6% | -0.5% |
| 30D | +17.4% | +5.1% | +12.3% | +18.6% |
| 3M | +57.4% | +2.8% | +54.5% | +58.8% |
| 6M | +26.5% | +32.5% | -6.0% | +33.8% |
| YTD | -26.6% | -0.7% | -25.9% | -26.4% |
| 1Y | -48.1% | -6.7% | -41.3% | -49.2% |
| All | -48.1% | -4.6% | -43.5% | -49.2% |
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