+53.9%
DOCN vs ROST
+48.9%
+5.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.7% | +1.5% |
| 7D | -12.1% | +3.2% | -15.3% | -11.7% |
| 30D | -41.0% | +7.4% | -48.5% | -40.8% |
| 3M | -38.7% | -6.1% | -32.7% | -38.0% |
| 6M | -51.5% | +6.2% | -57.7% | -51.7% |
| YTD | +65.3% | +33.4% | +31.8% | +60.2% |
| 1Y | +53.9% | +48.8% | +5.1% | +44.5% |
| All | +53.9% | +48.9% | +5.0% | +44.5% |
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