+47.3%
SYK vs DOCN
+91.6%
-44.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.5% |
| 7D | +4.4% | -12.1% | +16.6% | +5.0% |
| 30D | +16.9% | -41.0% | +58.0% | +20.1% |
| 3M | -5.9% | -38.7% | +32.8% | -4.0% |
| 6M | +14.3% | -51.5% | +65.8% | +17.8% |
| YTD | -6.9% | +65.3% | -72.2% | -15.7% |
| 1Y | -7.6% | +53.9% | -61.5% | -15.8% |
| 3Y | +22.1% | +215.6% | -193.5% | -0.7% |
| 5Y | +26.1% | -26.2% | +52.3% | +7.0% |
| All | +47.3% | +91.6% | -44.3% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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