+286.6%
DOCN vs SNY
-4.2%
+290.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.7% | +5.4% | +4.5% |
| 7D | +26.5% | -3.6% | +30.2% | +25.3% |
| 30D | +2.3% | -1.4% | +3.7% | +1.8% |
| 3M | -21.2% | -4.2% | -17.0% | -21.3% |
| 6M | +130.6% | +2.0% | +128.6% | +129.0% |
| YTD | +175.7% | -6.7% | +182.4% | +174.6% |
| 1Y | +286.6% | -4.7% | +291.3% | +277.9% |
| All | +286.6% | -4.2% | +290.8% | +277.9% |
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