-49.9%
SWKS vs DOCN
+171.0%
-220.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.8% | +0.7% | +2.9% |
| 7D | +12.5% | +1.1% | +11.4% | +12.2% |
| 30D | +10.5% | -9.6% | +20.1% | +12.2% |
| 3M | -7.4% | -37.7% | +30.3% | +0.8% |
| 6M | +32.7% | +115.2% | -82.5% | +6.4% |
| YTD | +19.2% | +133.7% | -114.6% | -7.3% |
| 1Y | +2.4% | +250.2% | -247.8% | -28.3% |
| 3Y | -25.6% | +320.3% | -345.9% | -53.1% |
| 5Y | -53.4% | +53.1% | -106.5% | -67.4% |
| All | -49.9% | +171.0% | -220.9% | -68.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling