-58.4%
SNAP vs DOCU
+111.8%
-170.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.2% | +5.7% | +5.8% |
| 7D | -0.7% | -3.7% | +3.0% | +1.0% |
| 30D | +5.5% | +15.0% | -9.4% | -1.2% |
| 3M | +2.2% | +39.9% | -37.7% | -13.3% |
| 6M | -4.1% | +66.2% | -70.2% | -25.7% |
| YTD | -26.6% | +17.7% | -44.3% | -34.0% |
| 1Y | -20.7% | +13.7% | -34.4% | -28.0% |
| 3Y | -44.8% | +95.9% | -140.7% | -64.0% |
| 5Y | -88.7% | -71.7% | -17.0% | -85.2% |
| All | -58.4% | +111.8% | -170.2% | -76.5% |
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