+24.7%
SYK vs DOCN
+219.7%
-195.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.7% | -5.1% | -0.7% |
| 7D | -11.8% | +26.5% | -38.3% | -13.2% |
| 30D | -20.4% | +2.3% | -22.6% | -20.7% |
| 3M | -12.1% | -21.2% | +9.1% | -11.2% |
| 6M | -24.3% | +130.6% | -154.9% | -31.5% |
| YTD | -21.2% | +175.7% | -196.9% | -30.3% |
| 1Y | -29.2% | +286.6% | -315.7% | -40.0% |
| 3Y | -2.1% | +394.1% | -396.2% | -22.0% |
| 5Y | +4.7% | +92.1% | -87.3% | -12.7% |
| All | +24.7% | +219.7% | -195.0% | +4.2% |
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