-43.2%
DOCN vs ROK
-15.1%
-28.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -14.2% | -1.7% | -0.5% |
| 7D | -29.3% | -15.6% | -13.7% | -14.6% |
| 30D | -46.0% | -15.5% | -30.6% | -35.8% |
| 3M | -43.2% | -15.1% | -28.1% | -32.7% |
| All | -43.2% | -15.1% | -28.1% | -32.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling