+116.4%
DOCN vs ROST
+54.7%
+61.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +6.1% | -13.3% | -6.7% |
| 7D | -20.0% | +7.8% | -27.8% | -19.6% |
| 30D | -38.8% | +8.6% | -47.3% | -38.5% |
| 3M | -34.8% | -1.9% | -32.9% | -34.2% |
| 6M | -22.8% | +9.1% | -31.9% | -22.9% |
| YTD | +74.6% | +37.2% | +37.4% | +72.0% |
| 1Y | +116.4% | +52.7% | +63.7% | +110.5% |
| All | +116.4% | +54.7% | +61.8% | +110.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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