+25,027.4%
SYK vs DOC
+2,974.4%
+22,053.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.1% |
| 7D | -8.3% | -1.5% | -6.9% | -7.9% |
| 30D | -10.1% | -4.8% | -5.3% | -8.9% |
| 3M | +0.9% | +6.9% | -6.0% | -1.0% |
| 6M | -20.2% | +20.7% | -40.9% | -25.0% |
| YTD | -13.3% | +34.1% | -47.4% | -21.1% |
| 1Y | -22.3% | +22.6% | -45.0% | -27.6% |
| 3Y | +9.7% | +20.8% | -11.1% | +1.2% |
| 5Y | +15.4% | -24.9% | +40.3% | +21.5% |
| 10Y | +192.9% | -1.8% | +194.7% | +177.3% |
| All | +25,027.4% | +2,974.4% | +22,053.0% | +7,512.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling