-27.5%
DOCN vs ROST
+109.2%
-136.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.3% | -1.8% | -2.6% |
| 7D | +19.1% | +0.3% | +18.8% | +19.1% |
| 30D | -21.0% | +0.5% | -21.5% | -21.4% |
| 3M | -34.7% | -5.2% | -29.5% | -33.1% |
| 6M | -45.8% | +9.8% | -55.6% | -50.7% |
| YTD | +79.4% | +29.4% | +50.0% | +42.7% |
| 1Y | +91.0% | +44.4% | +46.7% | +39.1% |
| 3Y | +237.5% | +95.0% | +142.5% | +90.7% |
| All | -27.5% | +109.2% | -136.7% | -61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling