+323.5%
DOC vs SNY
+253.7%
+69.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | -1.5% | -1.3% | -0.2% | -0.9% |
| 30D | -4.8% | +3.4% | -8.2% | -6.2% |
| 3M | +6.9% | -0.3% | +7.2% | +6.8% |
| 6M | +20.7% | +1.0% | +19.7% | +19.9% |
| YTD | +34.1% | -3.6% | +37.8% | +35.6% |
| 1Y | +22.6% | +3.0% | +19.6% | +20.1% |
| 3Y | +20.8% | -4.3% | +25.2% | +17.8% |
| 5Y | -24.9% | +5.2% | -30.0% | -31.8% |
| 10Y | -1.8% | +70.2% | -72.0% | -31.7% |
| All | +323.5% | +253.7% | +69.8% | +91.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling