+240.7%
DOCN vs SYF
+158.6%
+82.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.4% | +9.1% | +9.3% |
| 7D | +3.7% | -3.6% | +7.3% | +5.9% |
| 30D | -33.7% | -1.7% | -32.0% | -32.9% |
| 3M | -27.9% | -7.8% | -20.1% | -24.6% |
| 6M | -46.4% | +3.4% | -49.8% | -48.7% |
| YTD | +81.1% | -12.2% | +93.3% | +89.6% |
| 1Y | +74.3% | -1.6% | +75.9% | +67.5% |
| All | +240.7% | +158.6% | +82.1% | +75.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling