+430.5%
SN vs DOCU
+51.2%
+379.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.2% | +3.9% | +4.1% |
| 7D | +10.6% | -3.7% | +14.3% | +11.4% |
| 30D | +20.0% | +15.0% | +5.1% | +16.7% |
| 3M | +30.4% | +39.9% | -9.5% | +21.6% |
| 6M | +91.0% | +66.2% | +24.8% | +71.2% |
| YTD | +95.9% | +17.7% | +78.2% | +87.6% |
| 1Y | +158.9% | +13.7% | +145.2% | +149.3% |
| 3Y | +391.8% | +95.9% | +295.9% | +396.6% |
| All | +430.5% | +51.2% | +379.3% | +305.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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