-31.1%
DOCN vs ROK
+20.4%
-51.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -14.2% | -1.7% | -2.7% |
| 7D | -29.3% | -15.6% | -13.7% | -16.7% |
| 30D | -46.0% | -15.5% | -30.6% | -36.3% |
| 3M | -43.2% | -15.1% | -28.1% | -33.5% |
| 6M | -53.7% | -12.0% | -41.7% | -48.1% |
| YTD | +46.9% | -1.1% | +48.0% | +49.0% |
| 1Y | +54.3% | +6.5% | +47.8% | +46.6% |
| 3Y | +185.5% | +51.8% | +133.7% | +85.8% |
| 5Y | -31.1% | +22.2% | -53.3% | -32.8% |
| All | -31.1% | +20.4% | -51.5% | -32.8% |
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