+97.7%
DOCN vs ROIV
+292.9%
-195.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +6.1% | -13.2% | -9.0% |
| 7D | -20.0% | +3.0% | -23.1% | -20.9% |
| 30D | -38.8% | +6.8% | -45.6% | -40.1% |
| 3M | -34.8% | +10.5% | -45.3% | -36.9% |
| 6M | -22.8% | +34.8% | -57.6% | -29.4% |
| YTD | +74.6% | +76.2% | -1.6% | +47.2% |
| 1Y | +116.4% | +92.4% | +24.0% | +77.6% |
| 3Y | +239.3% | +312.0% | -72.6% | +126.7% |
| 5Y | -20.2% | +388.3% | -408.5% | -56.5% |
| All | +97.7% | +292.9% | -195.2% | +18.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling