+164.6%
DOCN vs SAN
+429.0%
-264.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.8% | +3.6% | +3.2% |
| 7D | +1.1% | +1.8% | -0.6% | +0.1% |
| 30D | -9.6% | +2.0% | -11.6% | -10.7% |
| 3M | -37.7% | +19.7% | -57.4% | -43.4% |
| 6M | +115.2% | +30.6% | +84.6% | +85.5% |
| YTD | +133.7% | +28.8% | +104.9% | +100.6% |
| 1Y | +250.2% | +57.8% | +192.4% | +167.7% |
| 3Y | +320.3% | +338.1% | -17.8% | +81.5% |
| 5Y | +53.1% | +384.2% | -331.1% | -44.7% |
| All | +164.6% | +429.0% | -264.4% | -5.8% |
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 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