-35.6%
DOCN vs SYY
+7.0%
-42.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.2% | +0.4% | +1.4% |
| 7D | -19.2% | -7.3% | -11.9% | -16.3% |
| 30D | -43.1% | +0.1% | -43.1% | -43.8% |
| 3M | -40.7% | -8.9% | -31.8% | -38.5% |
| 6M | -55.0% | +5.5% | -60.5% | -57.8% |
| YTD | +50.6% | +6.6% | +44.1% | +36.8% |
| 1Y | +54.0% | +7.7% | +46.2% | +38.1% |
| 3Y | +203.9% | +24.0% | +179.9% | +125.8% |
| All | -35.6% | +7.0% | -42.6% | -46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling