+164.6%
DOCN vs SNY
+17.5%
+147.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.0% | +2.8% |
| 7D | +1.1% | -1.3% | +2.4% | +1.3% |
| 30D | -9.6% | +3.4% | -13.0% | -10.2% |
| 3M | -37.7% | -0.3% | -37.4% | -37.9% |
| 6M | +115.2% | +1.0% | +114.2% | +113.6% |
| YTD | +133.7% | -3.6% | +137.4% | +133.9% |
| 1Y | +250.2% | +3.0% | +247.1% | +244.4% |
| 3Y | +320.3% | -4.3% | +324.6% | +316.0% |
| 5Y | +53.1% | +5.2% | +48.0% | +42.5% |
| All | +164.6% | +17.5% | +147.1% | +176.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling