+60.1%
DOCN vs ROST
+111.8%
-51.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +3.1% |
| 7D | +1.1% | +0.9% | +0.2% | +0.5% |
| 30D | -9.6% | -8.9% | -0.7% | -4.3% |
| 3M | -37.7% | -0.8% | -36.9% | -38.2% |
| 6M | +115.2% | +8.5% | +106.7% | +98.9% |
| YTD | +133.7% | +28.6% | +105.1% | +88.7% |
| 1Y | +250.2% | +52.3% | +197.8% | +147.8% |
| 3Y | +320.3% | +94.8% | +225.4% | +142.8% |
| All | +60.1% | +111.8% | -51.7% | -16.6% |
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