+101.7%
DOCU vs SNY
+80.5%
+21.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.4% | +2.8% | +3.1% |
| 7D | -0.4% | +2.0% | -2.5% | -0.9% |
| 30D | +12.9% | +21.9% | -8.9% | +7.2% |
| 3M | +35.1% | +11.2% | +23.9% | +31.2% |
| 6M | +76.2% | +14.0% | +62.2% | +69.8% |
| YTD | +17.2% | +5.5% | +11.7% | +14.9% |
| 1Y | +16.4% | -1.1% | +17.5% | +16.1% |
| 3Y | +95.6% | +21.2% | +74.4% | +77.4% |
| 5Y | -68.5% | +16.4% | -84.9% | -71.8% |
| All | +101.7% | +80.5% | +21.3% | +58.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling