+105.1%
DOCN vs ROK
+71.1%
+34.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.3% | +7.3% | +7.6% |
| 7D | +3.7% | -8.5% | +12.2% | +12.9% |
| 30D | -33.7% | -6.4% | -27.3% | -28.8% |
| 3M | -27.9% | -8.8% | -19.0% | -20.8% |
| 6M | -46.4% | -10.5% | -35.9% | -41.0% |
| YTD | +81.1% | +5.4% | +75.7% | +74.2% |
| 1Y | +74.3% | +5.0% | +69.3% | +68.4% |
| 3Y | +245.8% | +64.3% | +181.5% | +117.7% |
| 5Y | -23.7% | +34.0% | -57.7% | -44.9% |
| All | +105.1% | +71.1% | +34.0% | +52.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling