+347.3%
ROK vs DOC
-2.1%
+349.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +1.9% |
| 7D | +0.7% | -1.5% | +2.2% | +1.2% |
| 30D | -3.3% | -4.8% | +1.5% | -1.7% |
| 3M | -5.9% | +6.9% | -12.7% | -8.4% |
| 6M | +13.9% | +20.7% | -6.9% | +5.3% |
| YTD | +12.6% | +34.1% | -21.6% | -0.1% |
| 1Y | +28.6% | +22.6% | +6.0% | +17.6% |
| 3Y | +45.1% | +20.8% | +24.3% | +31.4% |
| 5Y | +45.6% | -24.9% | +70.4% | +55.3% |
| All | +347.3% | -2.1% | +349.3% | +321.7% |
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