+70.5%
DOCN vs SAN
+321.1%
-250.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.2% | +4.8% | +3.7% |
| 7D | -19.2% | +4.9% | -24.1% | -21.5% |
| 30D | -43.1% | -13.0% | -30.1% | -38.8% |
| 3M | -40.7% | -18.9% | -21.8% | -34.1% |
| 6M | -55.0% | -4.1% | -50.8% | -54.3% |
| YTD | +50.6% | +2.6% | +48.0% | +45.2% |
| 1Y | +54.0% | +16.9% | +37.0% | +37.8% |
| 3Y | +203.9% | +239.1% | -35.2% | +49.7% |
| 5Y | -29.4% | +266.8% | -296.2% | -71.0% |
| All | +70.5% | +321.1% | -250.6% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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