+74.3%
DOCN vs ROST
+49.6%
+24.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.0% | +8.6% | +9.5% |
| 7D | +3.7% | -1.8% | +5.5% | +3.7% |
| 30D | -33.7% | +6.8% | -40.5% | -33.5% |
| 3M | -27.9% | -4.0% | -23.9% | -27.2% |
| 6M | -46.4% | +12.9% | -59.3% | -47.2% |
| YTD | +81.1% | +34.7% | +46.4% | +75.3% |
| 1Y | +74.3% | +49.5% | +24.8% | +63.2% |
| All | +74.3% | +49.6% | +24.7% | +63.2% |
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