+66.4%
DOCN vs SAN
+330.8%
-264.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -0.5% | -15.4% | -15.6% |
| 7D | -29.3% | +3.5% | -32.8% | -30.7% |
| 30D | -46.0% | -13.2% | -32.8% | -41.9% |
| 3M | -43.2% | -16.9% | -26.2% | -37.6% |
| 6M | -53.7% | +2.3% | -56.1% | -54.5% |
| YTD | +46.9% | +4.9% | +42.0% | +40.0% |
| 1Y | +54.3% | +20.4% | +33.9% | +36.0% |
| 3Y | +185.5% | +243.2% | -57.7% | +39.8% |
| 5Y | -31.1% | +275.3% | -306.4% | -72.0% |
| All | +66.4% | +330.8% | -264.5% | -34.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling