-43.0%
SWKS vs DOCN
-34.6%
-8.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -15.9% | +13.8% | +1.2% |
| 7D | -9.2% | -29.3% | +20.1% | -2.8% |
| 30D | -1.9% | -46.0% | +44.1% | +10.0% |
| 3M | +21.2% | -43.2% | +64.4% | +32.8% |
| 6M | +12.9% | -53.7% | +66.6% | +27.4% |
| YTD | +30.7% | +46.9% | -16.2% | +7.9% |
| 1Y | +14.1% | +54.3% | -40.2% | -7.3% |
| 3Y | -1.7% | +185.5% | -187.2% | -36.4% |
| 5Y | -43.0% | -31.1% | -11.9% | -55.9% |
| All | -43.0% | -34.6% | -8.4% | -55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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