+103.3%
DOCU vs SAN
+148.1%
-44.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.6% |
| 7D | +4.1% | +4.0% | +0.1% | +3.1% |
| 30D | +7.4% | -7.8% | +15.2% | +9.1% |
| 3M | +26.0% | -16.4% | +42.4% | +30.7% |
| 6M | +79.2% | +3.5% | +75.7% | +75.7% |
| YTD | +18.1% | +6.7% | +11.4% | +14.0% |
| 1Y | +20.5% | +14.5% | +6.0% | +14.2% |
| 3Y | +96.4% | +243.5% | -147.1% | +39.9% |
| 5Y | -69.5% | +296.2% | -365.7% | -79.7% |
| All | +103.3% | +148.1% | -44.8% | +56.7% |
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