-37.4%
DOCS vs SAN
+260.7%
-298.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.1% |
| 7D | -1.3% | +3.5% | -4.8% | -2.5% |
| 30D | +19.4% | -13.2% | +32.6% | +25.0% |
| 3M | +53.4% | -16.9% | +70.3% | +62.8% |
| 6M | +28.8% | +2.3% | +26.4% | +26.3% |
| YTD | -25.1% | +4.9% | -30.0% | -28.3% |
| 1Y | -48.1% | +20.4% | -68.6% | -53.2% |
| 3Y | +51.4% | +243.2% | -191.8% | -15.3% |
| 5Y | -51.1% | +275.3% | -326.4% | -73.5% |
| All | -37.4% | +260.7% | -298.1% | -65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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