+164.6%
DOCN vs SWK
-39.6%
+204.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.9% | +1.9% | +2.2% |
| 7D | +1.1% | -0.4% | +1.6% | +1.3% |
| 30D | -9.6% | -5.7% | -3.9% | -6.4% |
| 3M | -37.7% | +24.1% | -61.8% | -46.9% |
| 6M | +115.2% | +24.7% | +90.5% | +81.5% |
| YTD | +133.7% | +33.9% | +99.8% | +86.9% |
| 1Y | +250.2% | +34.7% | +215.5% | +176.9% |
| 3Y | +320.3% | +15.3% | +305.0% | +250.8% |
| 5Y | +53.1% | -39.3% | +92.4% | +79.5% |
| All | +164.6% | -39.6% | +204.3% | +195.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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