+324.3%
DOCN vs SN
+389.7%
-65.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.9% | +3.3% |
| 7D | +1.1% | -9.3% | +10.5% | +5.3% |
| 30D | -9.6% | -4.8% | -4.8% | -7.9% |
| 3M | -37.7% | +40.4% | -78.1% | -47.5% |
| 6M | +115.2% | +50.9% | +64.3% | +73.2% |
| YTD | +133.7% | +54.9% | +78.8% | +85.4% |
| 1Y | +250.2% | +43.0% | +207.1% | +186.6% |
| All | +324.3% | +389.7% | -65.4% | +132.4% |
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