+97.7%
DOCN vs SWK
-26.0%
+123.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +13.1% | -20.3% | -15.0% |
| 7D | -20.0% | +17.9% | -37.9% | -28.8% |
| 30D | -38.8% | +31.9% | -70.7% | -49.5% |
| 3M | -34.8% | +16.6% | -51.4% | -42.2% |
| 6M | -22.8% | +61.1% | -83.9% | -45.3% |
| YTD | +74.6% | +64.2% | +10.4% | +20.1% |
| 1Y | +116.4% | +85.2% | +31.2% | +37.2% |
| 3Y | +239.3% | +50.2% | +189.1% | +133.5% |
| 5Y | -20.2% | -22.8% | +2.6% | -19.3% |
| All | +97.7% | -26.0% | +123.7% | +89.8% |
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