-38.7%
DOCS vs ROK
+42.5%
-81.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.7% | -1.4% |
| 7D | -0.8% | -13.8% | +13.1% | +6.1% |
| 30D | +17.4% | -14.9% | +32.4% | +26.2% |
| 3M | +57.4% | -14.7% | +72.0% | +68.3% |
| 6M | +26.5% | -17.7% | +44.2% | +35.8% |
| YTD | -26.6% | -2.5% | -24.1% | -29.2% |
| 1Y | -48.1% | +2.3% | -50.3% | -51.4% |
| 3Y | +52.6% | +52.7% | -0.1% | +3.9% |
| 5Y | -52.1% | +20.5% | -72.6% | -64.1% |
| All | -38.7% | +42.5% | -81.2% | -59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 10y: compounded portfolio wealth divided by compounded ROK 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…
10y analysis · Full analysis span regression · 6 months rolling