-35.6%
DOCN vs ROST
+103.5%
-139.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.3% | +3.7% |
| 7D | -19.2% | +1.2% | -20.4% | -19.8% |
| 30D | -43.1% | +2.5% | -45.5% | -44.4% |
| 3M | -40.7% | -9.0% | -31.7% | -37.6% |
| 6M | -55.0% | +1.3% | -56.3% | -56.7% |
| YTD | +50.6% | +29.1% | +21.6% | +20.1% |
| 1Y | +54.0% | +45.4% | +8.5% | +11.6% |
| 3Y | +203.9% | +94.9% | +109.0% | +72.3% |
| All | -35.6% | +103.5% | -139.1% | -65.7% |
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