+66.4%
DOCN vs SYY
+10.8%
+55.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -2.2% | -13.6% | -14.9% |
| 7D | -29.3% | -8.8% | -20.5% | -26.6% |
| 30D | -46.0% | -2.9% | -43.2% | -45.9% |
| 3M | -43.2% | -10.7% | -32.5% | -40.8% |
| 6M | -53.7% | +4.0% | -57.7% | -56.0% |
| YTD | +46.9% | +4.3% | +42.6% | +36.7% |
| 1Y | +54.3% | +5.0% | +49.3% | +42.5% |
| 3Y | +185.5% | +21.1% | +164.5% | +128.2% |
| 5Y | -31.1% | +5.0% | -36.1% | -38.7% |
| All | +66.4% | +10.8% | +55.5% | +43.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling