+164.6%
DOCN vs SNAP
-90.2%
+254.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.0% | +6.8% | +4.0% |
| 7D | +1.1% | +0.7% | +0.4% | +0.7% |
| 30D | -9.6% | +2.6% | -12.3% | -11.4% |
| 3M | -37.7% | -9.9% | -27.8% | -37.1% |
| 6M | +115.2% | +1.9% | +113.4% | +105.8% |
| YTD | +133.7% | -32.2% | +165.9% | +153.0% |
| 1Y | +250.2% | -22.8% | +273.0% | +262.4% |
| 3Y | +320.3% | -47.6% | +367.9% | +338.3% |
| 5Y | +53.1% | -92.7% | +145.8% | +139.0% |
| All | +164.6% | -90.2% | +254.8% | +272.3% |
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