-34.8%
DOCN vs ROP
+25.6%
-60.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +3.9% | -11.1% | -3.0% |
| 7D | -20.0% | +11.7% | -31.7% | -9.6% |
| 30D | -38.8% | +35.5% | -74.2% | -16.1% |
| 3M | -34.8% | +25.3% | -60.1% | -19.9% |
| All | -34.8% | +25.6% | -60.4% | -19.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling