-32.9%
DOCN vs SNY
+15.8%
-48.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.3% | +5.7% | +7.7% |
| 7D | -12.8% | +5.6% | -18.4% | -13.4% |
| 30D | -41.9% | +20.1% | -62.0% | -43.4% |
| 3M | -36.9% | +10.7% | -47.7% | -37.8% |
| 6M | -52.2% | +11.1% | -63.3% | -53.2% |
| YTD | +62.7% | +4.8% | +57.9% | +61.2% |
| 1Y | +58.2% | +2.3% | +56.0% | +57.6% |
| 3Y | +219.5% | +21.6% | +197.9% | +200.4% |
| 5Y | -32.9% | +16.3% | -49.2% | -40.2% |
| All | -32.9% | +15.8% | -48.7% | -40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling