+53.9%
DOCN vs SNY
+1.8%
+52.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.3% | +1.7% |
| 7D | -12.1% | +6.4% | -18.5% | -8.9% |
| 30D | -41.0% | +20.4% | -61.4% | -34.3% |
| 3M | -38.7% | +10.9% | -49.6% | -33.9% |
| 6M | -51.5% | +11.4% | -62.9% | -47.5% |
| YTD | +65.3% | +5.0% | +60.2% | +74.6% |
| 1Y | +53.9% | +0.5% | +53.4% | +60.2% |
| All | +53.9% | +1.8% | +52.1% | +60.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling