+69.7%
DOCN vs SN
+647.0%
-577.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +4.1% | -11.3% | -8.8% |
| 7D | -20.0% | +10.6% | -30.7% | -23.5% |
| 30D | -38.8% | +20.0% | -58.8% | -43.3% |
| 3M | -34.8% | +30.4% | -65.2% | -42.1% |
| 6M | -22.8% | +91.0% | -113.8% | -42.6% |
| YTD | +74.6% | +95.9% | -21.3% | +26.9% |
| 1Y | +116.4% | +158.9% | -42.5% | +38.7% |
| 3Y | +239.3% | +391.8% | -152.5% | +72.5% |
| All | +69.7% | +647.0% | -577.3% | -15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling