+109.3%
SYK vs DOCU
+104.2%
+5.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.1% | -2.5% |
| 7D | +11.7% | -5.5% | +17.2% | +12.5% |
| 30D | +18.3% | +12.6% | +5.7% | +16.5% |
| 3M | -3.1% | +36.4% | -39.5% | -7.2% |
| 6M | +12.1% | +66.8% | -54.7% | +4.3% |
| YTD | -6.5% | +13.5% | -20.0% | -9.1% |
| 1Y | -6.9% | +11.3% | -18.2% | -9.3% |
| 3Y | +21.2% | +92.1% | -70.8% | +6.8% |
| 5Y | +24.4% | -71.0% | +95.4% | +27.8% |
| All | +109.3% | +104.2% | +5.0% | +48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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