-38.7%
DOCS vs SAN
+252.6%
-291.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.3% |
| 7D | -0.8% | +4.9% | -5.7% | -2.3% |
| 30D | +17.4% | -13.0% | +30.4% | +22.9% |
| 3M | +57.4% | -18.9% | +76.2% | +68.3% |
| 6M | +26.5% | -4.1% | +30.7% | +27.1% |
| YTD | -26.6% | +2.6% | -29.2% | -29.2% |
| 1Y | -48.1% | +16.9% | -65.0% | -52.6% |
| 3Y | +52.6% | +239.1% | -186.4% | -14.3% |
| 5Y | -52.1% | +266.8% | -318.9% | -73.9% |
| All | -38.7% | +252.6% | -291.3% | -65.5% |
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