-61.6%
SNAP vs DOCU
+80.0%
-141.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.7% | -7.7% | -5.7% |
| 7D | +0.7% | +6.9% | -6.2% | -2.3% |
| 30D | +2.6% | +19.0% | -16.4% | -5.8% |
| 3M | -9.9% | +34.3% | -44.2% | -22.1% |
| 6M | +1.9% | +48.0% | -46.1% | -16.8% |
| YTD | -32.2% | 0.0% | -32.2% | -34.0% |
| 1Y | -22.8% | -10.3% | -12.6% | -21.6% |
| 3Y | -47.6% | +32.4% | -80.0% | -58.8% |
| 5Y | -92.7% | -77.9% | -14.8% | -89.4% |
| All | -61.6% | +80.0% | -141.6% | -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