+66.4%
DOCN vs SWK
-27.9%
+94.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -2.6% | -13.3% | -14.3% |
| 7D | -29.3% | +11.3% | -40.5% | -34.5% |
| 30D | -46.0% | +28.1% | -74.1% | -54.6% |
| 3M | -43.2% | +12.6% | -55.8% | -48.4% |
| 6M | -53.7% | +51.7% | -105.4% | -66.0% |
| YTD | +46.9% | +60.0% | -13.0% | +3.0% |
| 1Y | +54.3% | +72.7% | -18.3% | +2.3% |
| 3Y | +185.5% | +46.3% | +139.2% | +100.1% |
| 5Y | -31.1% | -24.6% | -6.5% | -29.0% |
| All | +66.4% | -27.9% | +94.3% | +62.7% |
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