+316.9%
DOC vs SNY
+287.4%
+29.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.3% | -1.3% |
| 7D | 0.0% | +3.3% | -3.3% | -1.4% |
| 30D | +6.6% | +23.9% | -17.3% | -2.8% |
| 3M | -1.1% | +10.9% | -12.0% | -5.5% |
| 6M | +4.8% | +13.1% | -8.2% | -0.9% |
| YTD | +32.1% | +5.5% | +26.5% | +28.3% |
| 1Y | +21.9% | -1.5% | +23.3% | +21.8% |
| 3Y | +51.4% | +21.3% | +30.2% | +34.5% |
| 5Y | -21.2% | +18.3% | -39.4% | -32.0% |
| 10Y | +20.9% | +78.0% | -57.1% | -17.1% |
| All | +316.9% | +287.4% | +29.5% | +81.2% |
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 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