+14.5%
DOC vs SNY
+78.0%
-63.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | +6.5% | +6.1% | +0.4% | +4.6% |
| 30D | +9.2% | +17.0% | -7.9% | +4.0% |
| 3M | -2.5% | +9.7% | -12.2% | -5.3% |
| 6M | +7.1% | +7.5% | -0.4% | +4.5% |
| YTD | +33.0% | +2.5% | +30.5% | +31.5% |
| 1Y | +23.3% | +0.3% | +22.9% | +22.6% |
| 3Y | +44.9% | +19.5% | +25.5% | +34.3% |
| 5Y | -21.6% | +13.6% | -35.2% | -28.6% |
| All | +14.5% | +78.0% | -63.5% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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