+105.1%
DOCN vs SYY
+14.1%
+90.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.9% | +10.5% | +10.0% |
| 7D | +3.7% | 0.0% | +3.7% | +3.9% |
| 30D | -33.7% | -2.2% | -31.4% | -33.6% |
| 3M | -27.9% | -8.0% | -19.9% | -25.8% |
| 6M | -46.4% | +7.5% | -53.9% | -49.8% |
| YTD | +81.1% | +7.4% | +73.7% | +66.4% |
| 1Y | +74.3% | +4.9% | +69.4% | +62.0% |
| 3Y | +245.8% | +24.1% | +221.7% | +173.5% |
| 5Y | -23.7% | +13.4% | -37.1% | -32.8% |
| All | +105.1% | +14.1% | +90.9% | +74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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