+66.4%
DOCN vs ROP
+25.8%
+40.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -0.3% | -15.6% | -15.7% |
| 7D | -29.3% | +9.2% | -38.5% | -32.9% |
| 30D | -46.0% | +35.5% | -81.6% | -55.6% |
| 3M | -43.2% | +24.4% | -67.6% | -51.3% |
| 6M | -53.7% | +38.0% | -91.8% | -65.2% |
| YTD | +46.9% | +11.1% | +35.8% | +35.9% |
| 1Y | +54.3% | +10.9% | +43.4% | +42.7% |
| 3Y | +185.5% | -0.5% | +186.0% | +188.8% |
| 5Y | -31.1% | +4.5% | -35.6% | -33.7% |
| All | +66.4% | +25.8% | +40.6% | +53.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling