+70.5%
DOCN vs ROP
+22.4%
+48.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.9% | +5.4% | +4.1% |
| 7D | -19.2% | +2.1% | -21.3% | -20.3% |
| 30D | -43.1% | +32.9% | -76.0% | -52.8% |
| 3M | -40.7% | +20.3% | -61.0% | -48.2% |
| 6M | -55.0% | +36.8% | -91.7% | -66.2% |
| YTD | +50.6% | +8.1% | +42.5% | +41.2% |
| 1Y | +54.0% | +8.3% | +45.7% | +43.8% |
| 3Y | +203.9% | -3.2% | +207.1% | +212.1% |
| 5Y | -29.4% | +1.7% | -31.1% | -31.1% |
| All | +70.5% | +22.4% | +48.1% | +59.3% |
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