+37.2%
SYK vs DOCN
+171.0%
-133.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.4% | -1.8% |
| 7D | -8.3% | +1.1% | -9.5% | -8.4% |
| 30D | -10.1% | -9.6% | -0.4% | -9.6% |
| 3M | +0.9% | -37.7% | +38.6% | +3.6% |
| 6M | -20.2% | +115.2% | -135.4% | -27.6% |
| YTD | -13.3% | +133.7% | -147.0% | -22.5% |
| 1Y | -22.3% | +250.2% | -272.5% | -33.9% |
| 3Y | +9.7% | +320.3% | -310.6% | -11.6% |
| 5Y | +15.4% | +53.1% | -37.7% | -2.8% |
| All | +37.2% | +171.0% | -133.8% | +16.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling