-22.2%
DOC vs SNY
+13.7%
-35.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +0.9% | 0.0% |
| 7D | +6.2% | +8.8% | -2.5% | +4.2% |
| 30D | +6.5% | +18.6% | -12.1% | +2.4% |
| 3M | -6.2% | +9.7% | -15.9% | -8.3% |
| 6M | +25.6% | +8.2% | +17.4% | +23.2% |
| YTD | +32.1% | +2.2% | +29.9% | +30.9% |
| 1Y | +20.3% | +1.0% | +19.2% | +19.4% |
| 3Y | +42.7% | +17.7% | +25.1% | +36.9% |
| 5Y | -22.2% | +13.3% | -35.5% | -25.2% |
| All | -22.2% | +13.7% | -35.9% | -25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling