-6.3%
RKT vs DOCN
+54.1%
-60.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.9% | -1.8% |
| 7D | +2.1% | +1.1% | +1.0% | +1.8% |
| 30D | +1.4% | -9.6% | +11.1% | +3.1% |
| 3M | +6.3% | -37.7% | +44.0% | +16.1% |
| 6M | -15.5% | +115.2% | -130.7% | -35.3% |
| YTD | -27.4% | +133.7% | -161.1% | -46.1% |
| 1Y | -26.6% | +250.2% | -276.7% | -52.0% |
| 3Y | +41.2% | +320.3% | -279.1% | -18.8% |
| All | -6.3% | +54.1% | -60.3% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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