+84.2%
DOCN vs ROL
+23.4%
+60.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.1% | +5.9% | +7.4% |
| 7D | -12.8% | +7.5% | -20.3% | -14.8% |
| 30D | -41.9% | +21.1% | -63.1% | -45.6% |
| 3M | -36.9% | +3.1% | -40.1% | -37.8% |
| 6M | -52.2% | -27.4% | -24.8% | -46.2% |
| YTD | +62.7% | -34.7% | +97.4% | +90.1% |
| 1Y | +58.2% | -32.9% | +91.2% | +82.4% |
| 3Y | +219.5% | +6.1% | +213.3% | +167.6% |
| 5Y | -32.9% | +16.3% | -49.2% | -51.6% |
| All | +84.2% | +23.4% | +60.9% | +31.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling