+48.3%
ROK vs DOC
+20.8%
+27.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +1.8% |
| 7D | +0.7% | -1.5% | +2.2% | +1.1% |
| 30D | -3.3% | -4.8% | +1.5% | -2.0% |
| 3M | -5.9% | +6.9% | -12.7% | -7.9% |
| 6M | +13.9% | +20.7% | -6.9% | +6.9% |
| YTD | +12.6% | +34.1% | -21.6% | +2.1% |
| 1Y | +28.6% | +22.6% | +6.0% | +19.6% |
| All | +48.3% | +20.8% | +27.6% | +37.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling