+86.2%
DOCN vs SAN
+13.0%
+73.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.8% | +6.2% | +4.6% |
| 7D | +27.4% | +1.0% | +26.4% | +26.6% |
| 30D | -29.7% | -9.4% | -20.4% | -26.4% |
| 3M | -32.5% | -17.1% | -15.3% | -26.4% |
| 6M | -42.2% | +2.2% | -44.3% | -42.3% |
| YTD | +87.2% | +6.0% | +81.2% | +78.5% |
| 1Y | +86.2% | +12.7% | +73.5% | +74.7% |
| All | +86.2% | +13.0% | +73.2% | +74.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling