-48.1%
DOCS vs SN
+157.3%
-205.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.0% | -3.3% | -4.2% |
| 7D | -1.3% | +3.8% | -5.2% | -1.7% |
| 30D | +19.4% | +17.5% | +1.8% | +17.4% |
| 3M | +53.4% | +19.2% | +34.2% | +50.7% |
| 6M | +28.8% | +84.9% | -56.2% | +26.4% |
| YTD | -25.1% | +94.0% | -119.1% | -27.5% |
| 1Y | -48.1% | +151.3% | -199.5% | -54.5% |
| All | -48.1% | +157.3% | -205.5% | -54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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