-38.8%
DOCS vs SNY
+14.4%
-53.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | -0.6% | +6.4% | -6.9% | -1.4% |
| 30D | +6.3% | +20.4% | -14.1% | +3.7% |
| 3M | +26.5% | +10.9% | +15.6% | +24.7% |
| 6M | +24.8% | +11.4% | +13.4% | +22.9% |
| YTD | -26.8% | +5.0% | -31.8% | -27.5% |
| 1Y | -38.3% | +0.5% | -38.8% | -38.6% |
| 3Y | +36.0% | +20.7% | +15.4% | +30.3% |
| 5Y | -55.0% | +16.4% | -71.4% | -56.8% |
| All | -38.8% | +14.4% | -53.2% | -40.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling