+95.3%
DOCU vs SAN
+138.6%
-43.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.6% | -1.1% |
| 7D | -5.5% | +4.9% | -10.5% | -6.6% |
| 30D | +12.6% | -13.0% | +25.6% | +16.0% |
| 3M | +36.4% | -18.9% | +55.3% | +42.5% |
| 6M | +66.8% | -4.1% | +70.9% | +66.6% |
| YTD | +13.5% | +2.6% | +10.9% | +10.6% |
| 1Y | +11.3% | +16.9% | -5.6% | +4.8% |
| 3Y | +92.1% | +239.1% | -147.0% | +37.2% |
| 5Y | -71.0% | +266.8% | -337.8% | -80.4% |
| All | +95.3% | +138.6% | -43.2% | +52.1% |
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