+116.4%
DOCN vs ROK
+25.3%
+91.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.6% | -6.6% | -6.6% |
| 7D | -20.0% | 0.0% | -20.1% | -19.9% |
| 30D | -38.8% | -2.5% | -36.3% | -36.8% |
| 3M | -34.8% | 0.0% | -34.8% | -34.6% |
| 6M | -22.8% | +11.6% | -34.4% | -32.4% |
| YTD | +74.6% | +15.2% | +59.4% | +43.9% |
| 1Y | +116.4% | +25.0% | +91.4% | +63.0% |
| All | +116.4% | +25.3% | +91.2% | +63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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