+72.2%
DOCU vs SNY
+64.8%
+7.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.8% |
| 7D | +6.9% | -1.3% | +8.2% | +7.2% |
| 30D | +19.0% | +3.4% | +15.6% | +17.9% |
| 3M | +34.3% | -0.3% | +34.6% | +34.3% |
| 6M | +48.0% | +1.0% | +47.0% | +47.1% |
| YTD | 0.0% | -3.6% | +3.7% | +0.5% |
| 1Y | -10.3% | +3.0% | -13.3% | -12.0% |
| 3Y | +32.4% | -4.3% | +36.7% | +28.5% |
| 5Y | -77.9% | +5.2% | -83.1% | -79.7% |
| All | +72.2% | +64.8% | +7.3% | +38.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling