+23.4%
DOC vs SNY
+73.1%
-49.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | +4.3% | +6.4% | -2.1% | +2.4% |
| 30D | +9.2% | +20.4% | -11.2% | +3.1% |
| 3M | -0.8% | +10.9% | -11.8% | -4.1% |
| 6M | +7.1% | +11.4% | -4.3% | +3.4% |
| YTD | +34.0% | +5.0% | +28.9% | +31.4% |
| 1Y | +23.2% | +0.5% | +22.7% | +22.4% |
| 3Y | +53.6% | +20.7% | +32.9% | +41.7% |
| 5Y | -20.4% | +16.4% | -36.8% | -28.2% |
| 10Y | +23.4% | +73.8% | -50.4% | -2.5% |
| All | +23.4% | +73.1% | -49.8% | -2.5% |
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