+212.9%
SYK vs DOC
+21.1%
+191.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.7% |
| 7D | +6.2% | +5.9% | +0.3% | +3.9% |
| 30D | +17.5% | +10.3% | +7.2% | +13.1% |
| 3M | -3.6% | -2.2% | -1.4% | -2.9% |
| 6M | +14.8% | +8.2% | +6.6% | +11.1% |
| YTD | -6.5% | +35.4% | -41.9% | -18.2% |
| 1Y | -7.5% | +23.6% | -31.1% | -16.0% |
| 3Y | +23.9% | +57.3% | -33.4% | -1.1% |
| 5Y | +24.8% | -19.6% | +44.4% | +32.7% |
| 10Y | +212.9% | +20.8% | +192.1% | +183.1% |
| All | +212.9% | +21.1% | +191.8% | +183.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling