+164.6%
DOCN vs ROP
+4.3%
+160.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.6% | +6.4% | +5.2% |
| 7D | +1.1% | -4.4% | +5.6% | +4.2% |
| 30D | -9.6% | +3.2% | -12.9% | -12.1% |
| 3M | -37.7% | +23.1% | -60.7% | -49.9% |
| 6M | +115.2% | +13.3% | +101.9% | +85.9% |
| YTD | +133.7% | -7.9% | +141.6% | +145.2% |
| 1Y | +250.2% | -22.1% | +272.2% | +338.0% |
| 3Y | +320.3% | -16.8% | +337.1% | +379.2% |
| 5Y | +53.1% | -13.5% | +66.6% | +64.4% |
| All | +164.6% | +4.3% | +160.3% | +176.6% |
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