+54.0%
DOCN vs ROP
+8.2%
+45.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.9% | +5.4% | +0.8% |
| 7D | -19.2% | +2.1% | -21.3% | -18.0% |
| 30D | -43.1% | +32.9% | -76.0% | -33.2% |
| 3M | -40.7% | +20.0% | -60.7% | -33.3% |
| 6M | -55.0% | +36.4% | -91.4% | -47.4% |
| YTD | +50.6% | +7.8% | +42.8% | +89.7% |
| 1Y | +54.0% | +8.0% | +46.0% | +93.0% |
| All | +54.0% | +8.2% | +45.7% | +93.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling