+70.5%
DOCN vs SNAP
-91.1%
+161.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.6% | +5.1% | +3.3% |
| 7D | -19.2% | -7.1% | -12.0% | -17.2% |
| 30D | -43.1% | -14.6% | -28.4% | -39.9% |
| 3M | -40.7% | -5.0% | -35.7% | -40.3% |
| 6M | -55.0% | -18.8% | -36.2% | -53.0% |
| YTD | +50.6% | -38.5% | +89.2% | +68.4% |
| 1Y | +54.0% | -38.1% | +92.0% | +71.7% |
| 3Y | +203.9% | -53.8% | +257.7% | +231.2% |
| 5Y | -29.4% | -90.7% | +61.3% | +9.6% |
| All | +70.5% | -91.1% | +161.6% | +147.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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