+37.1%
SWKS vs DOC
+19.9%
+17.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.1% | -6.0% | -4.1% |
| 7D | -4.9% | +8.7% | -13.7% | -8.1% |
| 30D | -1.2% | +7.6% | -8.8% | -4.3% |
| 3M | +24.2% | -5.3% | +29.4% | +26.3% |
| 6M | +21.5% | +27.6% | -6.1% | +7.5% |
| YTD | +33.5% | +32.4% | +1.1% | +15.7% |
| 1Y | +18.9% | +22.9% | -3.9% | +6.4% |
| 3Y | +0.4% | +43.1% | -42.7% | -17.1% |
| 5Y | -44.3% | -21.4% | -22.9% | -41.1% |
| 10Y | +37.1% | +16.8% | +20.3% | +23.9% |
| All | +37.1% | +19.9% | +17.3% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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