+54.8%
ROK vs DOC
+43.2%
+11.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -0.2% | -13.9% | -14.1% |
| 7D | -15.6% | +6.2% | -21.8% | -17.0% |
| 30D | -15.5% | +6.5% | -21.9% | -17.1% |
| 3M | -15.1% | -6.2% | -8.8% | -13.5% |
| 6M | -12.0% | +25.6% | -37.6% | -18.8% |
| YTD | -1.1% | +32.1% | -33.2% | -10.7% |
| 1Y | +6.5% | +20.3% | -13.8% | -0.8% |
| All | +54.8% | +43.2% | +11.7% | +35.5% |
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