-25.2%
SWKS vs DOC
+20.8%
-46.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.8% | +5.3% | +4.1% |
| 7D | +12.5% | -1.5% | +14.0% | +13.0% |
| 30D | +10.5% | -4.8% | +15.3% | +12.0% |
| 3M | -7.4% | +6.9% | -14.3% | -9.3% |
| 6M | +32.7% | +20.7% | +11.9% | +24.7% |
| YTD | +19.2% | +34.1% | -15.0% | +6.4% |
| 1Y | +2.4% | +22.6% | -20.3% | -5.3% |
| All | -25.2% | +20.8% | -46.0% | -33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling