-52.9%
DOCS vs ROK
+30.4%
-83.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.9% | +0.6% |
| 7D | +2.6% | +7.1% | -4.5% | -0.9% |
| 30D | +11.4% | -5.0% | +16.4% | +13.4% |
| 3M | +25.4% | -9.4% | +34.8% | +30.4% |
| 6M | +42.5% | -11.0% | +53.5% | +47.2% |
| YTD | -24.7% | +4.4% | -29.1% | -29.9% |
| 1Y | -32.9% | +7.4% | -40.4% | -38.6% |
| 3Y | +39.6% | +61.0% | -21.4% | -8.4% |
| All | -52.9% | +30.4% | -83.3% | -63.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling