+66.4%
DOCN vs ROST
+113.8%
-47.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -4.3% | -11.6% | -13.3% |
| 7D | -29.3% | +1.3% | -30.5% | -29.7% |
| 30D | -46.0% | +4.9% | -50.9% | -47.9% |
| 3M | -43.2% | -6.9% | -36.3% | -41.3% |
| 6M | -53.7% | +3.8% | -57.6% | -55.9% |
| YTD | +46.9% | +31.4% | +15.6% | +18.8% |
| 1Y | +54.3% | +46.2% | +8.1% | +15.6% |
| 3Y | +185.5% | +99.8% | +85.7% | +70.9% |
| 5Y | -31.1% | +107.6% | -138.7% | -64.3% |
| All | +66.4% | +113.8% | -47.5% | -12.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling