+102.6%
DOCU vs SAN
+145.3%
-42.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.4% | -6.3% | -1.3% |
| 7D | -3.7% | +4.5% | -8.2% | -4.8% |
| 30D | +15.0% | -12.1% | +27.0% | +18.1% |
| 3M | +39.9% | -15.6% | +55.5% | +44.8% |
| 6M | +66.2% | +5.8% | +60.4% | +61.9% |
| YTD | +17.7% | +5.5% | +12.2% | +14.0% |
| 1Y | +13.7% | +23.6% | -9.9% | +5.6% |
| 3Y | +95.9% | +244.9% | -149.0% | +39.5% |
| 5Y | -71.7% | +282.2% | -353.9% | -81.0% |
| All | +102.6% | +145.3% | -42.6% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling