+103.1%
DOCN vs SYF
+107.3%
-4.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.8% | -5.0% | -4.6% |
| 7D | +19.1% | -2.0% | +21.1% | +20.4% |
| 30D | -21.0% | +1.2% | -22.2% | -21.6% |
| 3M | -34.7% | -9.4% | -25.4% | -31.2% |
| 6M | -45.8% | +4.4% | -50.2% | -48.2% |
| YTD | +79.4% | -11.9% | +91.3% | +86.5% |
| 1Y | +91.0% | -0.4% | +91.4% | +83.4% |
| 3Y | +237.5% | +159.6% | +77.9% | +82.9% |
| 5Y | -30.4% | +60.9% | -91.3% | -58.2% |
| All | +103.1% | +107.3% | -4.2% | +19.0% |
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