-20.2%
DOCN vs ROIV
+382.1%
-402.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +6.1% | -13.2% | -9.2% |
| 7D | -20.0% | +3.0% | -23.1% | -21.0% |
| 30D | -38.8% | +6.8% | -45.6% | -40.3% |
| 3M | -34.8% | +10.5% | -45.3% | -37.1% |
| 6M | -22.8% | +34.8% | -57.6% | -30.0% |
| YTD | +74.6% | +76.2% | -1.6% | +44.5% |
| 1Y | +116.4% | +92.4% | +24.0% | +73.8% |
| 3Y | +239.3% | +312.0% | -72.6% | +116.3% |
| 5Y | -20.2% | +388.3% | -408.5% | -61.7% |
| All | -20.2% | +382.1% | -402.3% | -61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 5y: compounded portfolio wealth divided by compounded ROIV 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…
5y analysis · Full analysis span regression · 6 months rolling