-35.6%
DOCN vs ROK
+19.3%
-54.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.4% | +3.9% | +3.8% |
| 7D | -19.2% | -13.8% | -5.3% | -6.8% |
| 30D | -43.1% | -14.9% | -28.1% | -33.2% |
| 3M | -40.7% | -14.7% | -26.0% | -30.9% |
| 6M | -55.0% | -17.7% | -37.3% | -46.3% |
| YTD | +50.6% | -2.5% | +53.1% | +54.6% |
| 1Y | +54.0% | +2.3% | +51.7% | +51.6% |
| 3Y | +203.9% | +52.7% | +151.2% | +95.6% |
| All | -35.6% | +19.3% | -54.9% | -38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling