-37.1%
DOCS vs SNY
+14.7%
-51.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | +2.6% | +2.8% | -0.3% | +2.2% |
| 30D | +11.4% | +21.6% | -10.2% | +8.5% |
| 3M | +25.4% | +10.5% | +14.9% | +23.6% |
| 6M | +42.5% | +14.0% | +28.5% | +40.0% |
| YTD | -24.7% | +5.4% | -30.1% | -25.5% |
| 1Y | -32.9% | -2.5% | -30.5% | -33.0% |
| 3Y | +39.6% | +22.1% | +17.5% | +33.5% |
| 5Y | -54.6% | +18.0% | -72.7% | -56.5% |
| All | -37.1% | +14.7% | -51.8% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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