+103.1%
DOCN vs SNY
+28.5%
+74.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.2% | -4.0% | -4.1% |
| 7D | +19.1% | +2.8% | +16.3% | +18.7% |
| 30D | -21.0% | +21.6% | -42.6% | -22.9% |
| 3M | -34.7% | +10.5% | -45.2% | -35.5% |
| 6M | -45.8% | +14.0% | -59.8% | -47.0% |
| YTD | +79.4% | +5.4% | +74.0% | +77.8% |
| 1Y | +91.0% | -2.5% | +93.5% | +92.7% |
| 3Y | +237.5% | +22.1% | +215.4% | +220.2% |
| 5Y | -30.4% | +18.0% | -48.5% | -35.9% |
| All | +103.1% | +28.5% | +74.7% | +110.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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