+60.6%
DOCN vs SN
+671.7%
-611.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +2.1% |
| 7D | -12.1% | +7.6% | -19.7% | -14.7% |
| 30D | -41.0% | +22.4% | -63.5% | -45.7% |
| 3M | -38.7% | +21.7% | -60.4% | -43.7% |
| 6M | -51.5% | +102.8% | -154.3% | -64.9% |
| YTD | +65.3% | +102.4% | -37.2% | +18.7% |
| 1Y | +53.9% | +139.0% | -85.1% | +2.4% |
| 3Y | +215.6% | +440.4% | -224.8% | +56.1% |
| All | +60.6% | +671.7% | -611.1% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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