-26.3%
SNDU vs DOCS
+33.6%
-59.8%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.2% | +1.1% | +11.1% | +12.5% |
| 7D | -38.6% | 0.0% | -38.6% | -38.6% |
| 30D | -73.9% | +7.8% | -81.6% | -73.3% |
| 3M | -61.1% | +20.0% | -81.1% | -58.1% |
| 6M | -86.0% | +26.5% | -112.5% | -81.2% |
| All | -26.3% | +33.6% | -59.8% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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