+430.5%
SN vs DOC
+14.9%
+415.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.1% | +1.0% | +3.1% |
| 7D | +10.6% | +8.7% | +1.9% | +7.6% |
| 30D | +20.0% | +7.6% | +12.4% | +17.1% |
| 3M | +30.4% | -5.3% | +35.6% | +32.5% |
| 6M | +91.0% | +27.6% | +63.4% | +74.6% |
| YTD | +95.9% | +32.4% | +63.5% | +75.6% |
| 1Y | +158.9% | +22.9% | +136.0% | +138.7% |
| 3Y | +391.8% | +43.1% | +348.7% | +337.4% |
| All | +430.5% | +14.9% | +415.6% | +428.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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