-73.2%
DOCS vs SWK
-38.7%
-34.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.9% | -3.7% | -3.1% |
| 7D | -1.4% | -0.4% | -1.0% | -1.3% |
| 30D | +21.8% | -5.7% | +27.5% | +25.2% |
| 3M | +27.3% | +24.1% | +3.2% | +15.5% |
| 6M | -0.3% | +24.7% | -25.0% | -10.7% |
| YTD | -40.5% | +33.9% | -74.4% | -49.3% |
| 1Y | -61.5% | +34.7% | -96.2% | -67.5% |
| 3Y | +8.2% | +15.3% | -7.1% | -6.9% |
| All | -73.2% | -38.7% | -34.5% | -70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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