-48.1%
DOCS vs SAN
+22.0%
-70.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.3% |
| 7D | -1.3% | +3.5% | -4.8% | -1.7% |
| 30D | +19.4% | -13.2% | +32.6% | +20.2% |
| 3M | +53.4% | -16.9% | +70.3% | +54.9% |
| 6M | +28.8% | +2.3% | +26.4% | +28.6% |
| YTD | -25.1% | +4.9% | -30.0% | -25.4% |
| 1Y | -48.1% | +20.4% | -68.6% | -51.4% |
| All | -48.1% | +22.0% | -70.1% | -51.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling