-31.1%
DOCN vs SYF
+69.6%
-100.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -1.3% | -14.6% | -15.1% |
| 7D | -29.3% | -3.8% | -25.5% | -27.4% |
| 30D | -46.0% | +2.6% | -48.7% | -46.8% |
| 3M | -43.2% | -6.5% | -36.7% | -40.9% |
| 6M | -53.7% | +0.8% | -54.5% | -54.9% |
| YTD | +46.9% | -10.1% | +57.0% | +51.5% |
| 1Y | +54.3% | +0.8% | +53.5% | +46.4% |
| 3Y | +185.5% | +158.8% | +26.7% | +38.8% |
| 5Y | -31.1% | +67.5% | -98.6% | -59.0% |
| All | -31.1% | +69.6% | -100.7% | -59.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling