+70.5%
DOCN vs ROL
+20.9%
+49.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.1% | +4.6% | +3.1% |
| 7D | -19.2% | +9.5% | -28.6% | -21.5% |
| 30D | -43.1% | +22.9% | -66.0% | -47.0% |
| 3M | -40.7% | +3.5% | -44.2% | -41.7% |
| 6M | -55.0% | -29.4% | -25.6% | -48.9% |
| YTD | +50.6% | -36.1% | +86.7% | +77.0% |
| 1Y | +54.0% | -34.4% | +88.3% | +78.5% |
| 3Y | +203.9% | +4.0% | +199.9% | +156.1% |
| 5Y | -29.4% | +13.2% | -42.6% | -48.7% |
| All | +70.5% | +20.9% | +49.7% | +22.5% |
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