+72.2%
DOCU vs SAN
+199.7%
-127.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +3.9% |
| 7D | +6.9% | +1.8% | +5.1% | +6.4% |
| 30D | +19.0% | +2.0% | +17.0% | +18.4% |
| 3M | +34.3% | +19.7% | +14.6% | +28.1% |
| 6M | +48.0% | +30.6% | +17.4% | +37.4% |
| YTD | 0.0% | +28.8% | -28.8% | -7.2% |
| 1Y | -10.3% | +57.8% | -68.0% | -21.1% |
| 3Y | +32.4% | +338.1% | -305.7% | -10.6% |
| 5Y | -77.9% | +384.2% | -462.2% | -85.9% |
| All | +72.2% | +199.7% | -127.5% | +27.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling