+8.9%
DOCS vs COR
+93.9%
-85.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -0.9% | -3.0% |
| 7D | -1.4% | +2.8% | -4.2% | -1.1% |
| 30D | +21.8% | +4.5% | +17.3% | +22.6% |
| 3M | +27.3% | +22.7% | +4.6% | +29.7% |
| 6M | -0.3% | -9.7% | +9.4% | -0.5% |
| YTD | -40.5% | -1.4% | -39.1% | -40.0% |
| 1Y | -61.5% | +13.9% | -75.5% | -61.3% |
| All | +8.9% | +93.9% | -85.0% | +16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling