-53.0%
SWKS vs DOCS
-73.4%
+20.4%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.8% | +6.3% | +4.0% |
| 7D | +12.5% | -1.4% | +13.9% | +12.7% |
| 30D | +10.5% | +21.8% | -11.3% | +5.8% |
| 3M | -7.4% | +27.3% | -34.7% | -12.2% |
| 6M | +32.7% | -0.3% | +33.0% | +29.9% |
| YTD | +19.2% | -40.5% | +59.7% | +27.4% |
| 1Y | +2.4% | -61.5% | +63.9% | +18.6% |
| 3Y | -25.6% | +8.2% | -33.8% | -34.3% |
| All | -53.0% | -73.4% | +20.4% | -52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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