+263.4%
ROK vs DOC
+15.7%
+247.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.6% |
| 7D | -13.8% | +6.5% | -20.3% | -15.8% |
| 30D | -14.9% | +9.2% | -24.1% | -17.7% |
| 3M | -14.7% | -2.5% | -12.2% | -14.2% |
| 6M | -17.7% | +7.1% | -24.7% | -20.2% |
| YTD | -2.5% | +33.0% | -35.5% | -13.4% |
| 1Y | +2.3% | +23.3% | -21.0% | -6.8% |
| 3Y | +52.7% | +44.9% | +7.8% | +28.9% |
| 5Y | +20.5% | -21.6% | +42.1% | +26.5% |
| All | +263.4% | +15.7% | +247.7% | +232.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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