-25.1%
RKT vs DOCN
+70.4%
-95.5%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -15.9% | +14.6% | +1.9% |
| 7D | +24.3% | -29.3% | +53.6% | +32.4% |
| 30D | +27.9% | -46.0% | +73.9% | +43.0% |
| 3M | +6.9% | -43.2% | +50.1% | +16.7% |
| 6M | +5.2% | -53.7% | +58.9% | +18.1% |
| YTD | -23.5% | +46.9% | -70.4% | -38.0% |
| 1Y | -9.1% | +54.3% | -63.4% | -27.3% |
| 3Y | +81.5% | +185.5% | -104.1% | +14.4% |
| 5Y | -2.0% | -31.1% | +29.1% | -28.9% |
| All | -25.1% | +70.4% | -95.5% | -51.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling