-50.3%
DOCS vs SNAP
-91.9%
+41.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.0% | +1.3% | -1.7% |
| 7D | -1.4% | +0.7% | -2.2% | -1.6% |
| 30D | +21.8% | +2.6% | +19.2% | +20.7% |
| 3M | +27.3% | -9.9% | +37.2% | +29.4% |
| 6M | -0.3% | +1.9% | -2.2% | -2.6% |
| YTD | -40.5% | -32.2% | -8.3% | -35.6% |
| 1Y | -61.5% | -22.8% | -38.7% | -60.1% |
| 3Y | +8.2% | -47.6% | +55.8% | +10.2% |
| 5Y | -73.4% | -92.7% | +19.3% | -57.9% |
| All | -50.3% | -91.9% | +41.7% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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