+66.4%
DOCN vs ROL
+23.4%
+42.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | +1.0% | -16.8% | -16.1% |
| 7D | -29.3% | +11.7% | -41.0% | -31.7% |
| 30D | -46.0% | +27.7% | -73.7% | -50.4% |
| 3M | -43.2% | +3.7% | -46.9% | -44.1% |
| 6M | -53.7% | -27.8% | -25.9% | -47.8% |
| YTD | +46.9% | -34.7% | +81.6% | +71.6% |
| 1Y | +54.3% | -34.1% | +88.4% | +79.3% |
| 3Y | +185.5% | +5.9% | +179.7% | +139.7% |
| 5Y | -31.1% | +15.6% | -46.7% | -50.2% |
| All | +66.4% | +23.4% | +42.9% | +18.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling