+16.4%
DOCU vs SNY
-0.2%
+16.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.4% | +2.8% | +3.2% |
| 7D | -0.4% | +2.0% | -2.5% | -0.6% |
| 30D | +12.9% | +21.9% | -8.9% | +11.0% |
| 3M | +35.1% | +11.2% | +23.9% | +33.3% |
| 6M | +76.2% | +14.0% | +62.2% | +74.7% |
| YTD | +17.2% | +5.5% | +11.7% | +16.2% |
| 1Y | +16.4% | -1.1% | +17.5% | +13.0% |
| All | +16.4% | -0.2% | +16.6% | +13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling