+94.0%
SYK vs DOCU
+80.0%
+14.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.7% | -5.3% | -2.0% |
| 7D | -8.3% | +6.9% | -15.2% | -9.1% |
| 30D | -10.1% | +19.0% | -29.1% | -12.2% |
| 3M | +0.9% | +34.3% | -33.4% | -3.2% |
| 6M | -20.2% | +48.0% | -68.2% | -24.7% |
| YTD | -13.3% | 0.0% | -13.3% | -14.2% |
| 1Y | -22.3% | -10.3% | -12.1% | -22.4% |
| 3Y | +9.7% | +32.4% | -22.7% | +1.5% |
| 5Y | +15.4% | -77.9% | +93.3% | +22.5% |
| All | +94.0% | +80.0% | +14.0% | +39.8% |
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