+43.9%
DOC vs SNY
+18.0%
+25.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +0.9% | +0.1% |
| 7D | +6.2% | +8.8% | -2.5% | +3.8% |
| 30D | +6.5% | +18.6% | -12.1% | +1.6% |
| 3M | -6.2% | +9.7% | -15.9% | -8.7% |
| 6M | +25.6% | +8.2% | +17.4% | +22.7% |
| YTD | +32.1% | +2.2% | +29.9% | +30.6% |
| 1Y | +20.3% | +1.0% | +19.2% | +19.1% |
| All | +43.9% | +18.0% | +25.9% | +37.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling