+66.4%
DOCN vs SNAP
-90.9%
+157.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -14.0% | -1.8% | -11.5% |
| 7D | -29.3% | -10.4% | -18.9% | -26.6% |
| 30D | -46.0% | -11.9% | -34.1% | -43.6% |
| 3M | -43.2% | -4.5% | -38.7% | -42.9% |
| 6M | -53.7% | -16.7% | -37.0% | -52.1% |
| YTD | +46.9% | -36.9% | +83.9% | +63.0% |
| 1Y | +54.3% | -30.3% | +84.6% | +65.6% |
| 3Y | +185.5% | -52.5% | +238.1% | +208.7% |
| 5Y | -31.1% | -90.4% | +59.3% | +6.1% |
| All | +66.4% | -90.9% | +157.2% | +139.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling