+324.3%
DOCN vs SWK
+15.2%
+309.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.9% | +1.9% | +2.3% |
| 7D | +1.1% | -0.4% | +1.6% | +1.3% |
| 30D | -9.6% | -5.7% | -3.9% | -6.6% |
| 3M | -37.7% | +24.1% | -61.8% | -46.5% |
| 6M | +115.2% | +24.7% | +90.5% | +82.8% |
| YTD | +133.7% | +33.9% | +99.8% | +88.5% |
| 1Y | +250.2% | +34.7% | +215.5% | +179.4% |
| All | +324.3% | +15.2% | +309.1% | +218.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling