+196.4%
DOCN vs SN
+384.9%
-188.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -1.0% | -14.9% | -15.4% |
| 7D | -29.3% | +3.8% | -33.1% | -30.5% |
| 30D | -46.0% | +17.5% | -63.6% | -49.9% |
| 3M | -43.2% | +19.2% | -62.4% | -47.9% |
| 6M | -53.7% | +84.9% | -138.7% | -66.4% |
| YTD | +46.9% | +94.0% | -47.1% | +3.1% |
| 1Y | +54.3% | +151.3% | -97.0% | -5.6% |
| All | +196.4% | +384.9% | -188.5% | +20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling