-53.0%
SWKS vs DOCU
-78.0%
+25.0%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.7% | -0.2% | +2.6% |
| 7D | +12.5% | +6.9% | +5.6% | +10.6% |
| 30D | +10.5% | +19.0% | -8.5% | +5.5% |
| 3M | -7.4% | +34.3% | -41.7% | -14.8% |
| 6M | +32.7% | +48.0% | -15.3% | +17.8% |
| YTD | +19.2% | 0.0% | +19.1% | +16.5% |
| 1Y | +2.4% | -10.3% | +12.7% | +2.6% |
| 3Y | -25.6% | +32.4% | -58.0% | -35.6% |
| All | -53.0% | -78.0% | +25.0% | -49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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