+42.8%
DOCN vs SN
+639.7%
-597.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -1.0% | -14.9% | -15.5% |
| 7D | -29.3% | +3.8% | -33.1% | -30.4% |
| 30D | -46.0% | +17.5% | -63.6% | -49.6% |
| 3M | -43.2% | +19.2% | -62.4% | -47.5% |
| 6M | -53.7% | +84.9% | -138.7% | -65.2% |
| YTD | +46.9% | +94.0% | -47.1% | +7.3% |
| 1Y | +54.3% | +151.3% | -97.0% | +0.1% |
| 3Y | +185.5% | +387.1% | -201.5% | +45.8% |
| All | +42.8% | +639.7% | -597.0% | -28.2% |
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 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