+97.7%
DOCN vs SNAP
-89.4%
+187.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +5.9% | -13.1% | -9.0% |
| 7D | -20.0% | -0.7% | -19.4% | -19.9% |
| 30D | -38.8% | +5.5% | -44.3% | -39.7% |
| 3M | -34.8% | +2.2% | -37.1% | -36.1% |
| 6M | -22.8% | -4.1% | -18.7% | -23.8% |
| YTD | +74.6% | -26.6% | +101.2% | +84.2% |
| 1Y | +116.4% | -20.7% | +137.2% | +122.2% |
| 3Y | +239.3% | -44.8% | +284.1% | +248.8% |
| 5Y | -20.2% | -88.7% | +68.4% | +16.5% |
| All | +97.7% | -89.4% | +187.1% | +171.1% |
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