+105.1%
DOCN vs ROST
+119.3%
-14.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.0% | +8.6% | +9.0% |
| 7D | +3.7% | -1.8% | +5.5% | +5.3% |
| 30D | -33.7% | +6.8% | -40.5% | -36.5% |
| 3M | -27.9% | -4.0% | -23.9% | -26.8% |
| 6M | -46.4% | +12.9% | -59.3% | -51.6% |
| YTD | +81.1% | +34.7% | +46.4% | +44.4% |
| 1Y | +74.3% | +49.5% | +24.8% | +29.0% |
| 3Y | +245.8% | +101.5% | +144.4% | +106.4% |
| 5Y | -23.7% | +120.7% | -144.4% | -61.0% |
| All | +105.1% | +119.3% | -14.2% | +5.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling