+70.5%
DOCN vs SYF
+110.6%
-40.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +3.0% | +2.8% |
| 7D | -19.2% | -2.1% | -17.0% | -18.1% |
| 30D | -43.1% | +2.5% | -45.6% | -43.8% |
| 3M | -40.7% | -6.3% | -34.4% | -38.6% |
| 6M | -55.0% | -1.5% | -53.5% | -55.4% |
| YTD | +50.6% | -10.5% | +61.1% | +55.4% |
| 1Y | +54.0% | +1.5% | +52.4% | +46.5% |
| 3Y | +203.9% | +163.3% | +40.6% | +63.6% |
| 5Y | -29.4% | +66.8% | -96.1% | -57.8% |
| All | +70.5% | +110.6% | -40.1% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 SYF 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