+250.2%
DOCN vs ROL
-35.4%
+285.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.4% | +2.9% |
| 7D | +1.1% | -1.4% | +2.6% | +0.9% |
| 30D | -9.6% | -4.1% | -5.5% | -10.0% |
| 3M | -37.7% | -22.5% | -15.2% | -39.5% |
| 6M | +115.2% | -37.7% | +152.9% | +103.3% |
| YTD | +133.7% | -39.6% | +173.3% | +122.0% |
| 1Y | +250.2% | -36.0% | +286.2% | +242.4% |
| All | +250.2% | -35.4% | +285.6% | +242.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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