-43.0%
SWKS vs DOCS
-54.0%
+11.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.3% | +2.2% | -1.3% |
| 7D | -9.2% | -1.3% | -7.9% | -9.0% |
| 30D | -1.9% | +19.4% | -21.3% | -5.1% |
| 3M | +21.2% | +53.4% | -32.2% | +10.9% |
| 6M | +12.9% | +28.8% | -15.9% | +5.3% |
| YTD | +30.7% | -25.1% | +55.8% | +34.0% |
| 1Y | +14.1% | -48.1% | +62.3% | +25.3% |
| 3Y | -1.7% | +51.4% | -53.1% | -19.6% |
| 5Y | -43.0% | -51.1% | +8.1% | -46.4% |
| All | -43.0% | -54.0% | +11.0% | -46.4% |
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