-50.3%
DOCS vs COR
+209.7%
-260.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -0.9% | -2.8% |
| 7D | -1.4% | +2.8% | -4.2% | -1.3% |
| 30D | +21.8% | +4.5% | +17.3% | +22.1% |
| 3M | +27.3% | +22.7% | +4.6% | +27.8% |
| 6M | -0.3% | -9.7% | +9.4% | +0.1% |
| YTD | -40.5% | -1.4% | -39.1% | -40.3% |
| 1Y | -61.5% | +13.9% | -75.5% | -61.7% |
| 3Y | +8.2% | +94.0% | -85.8% | +2.4% |
| 5Y | -73.4% | +184.0% | -257.4% | -74.5% |
| All | -50.3% | +209.7% | -260.0% | -51.4% |
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