+94.9%
DOCU vs SNY
+22.7%
+72.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.4% | +2.8% | +3.2% |
| 7D | -0.4% | +2.0% | -2.5% | -0.5% |
| 30D | +12.9% | +21.9% | -8.9% | +12.0% |
| 3M | +35.1% | +11.2% | +23.9% | +34.3% |
| 6M | +76.2% | +14.0% | +62.2% | +75.3% |
| YTD | +17.2% | +5.5% | +11.7% | +16.8% |
| 1Y | +16.4% | -1.1% | +17.5% | +16.1% |
| All | +94.9% | +22.7% | +72.2% | +95.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling