+103.1%
DOCN vs ROP
+23.3%
+79.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.4% | -4.6% | -4.4% |
| 7D | +19.1% | +0.7% | +18.4% | +18.6% |
| 30D | -21.0% | +28.8% | -49.8% | -33.0% |
| 3M | -34.7% | +21.1% | -55.8% | -43.2% |
| 6M | -45.8% | +52.5% | -98.3% | -63.0% |
| YTD | +79.4% | +8.9% | +70.5% | +67.5% |
| 1Y | +91.0% | +8.2% | +82.8% | +79.2% |
| 3Y | +237.5% | -5.2% | +242.6% | +257.3% |
| 5Y | -30.4% | +1.7% | -32.1% | -32.2% |
| All | +103.1% | +23.3% | +79.8% | +88.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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