+8.6%
SNOW vs DOCU
-61.3%
+69.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.0% | +3.2% |
| 7D | -9.9% | -5.5% | -4.3% | -7.1% |
| 30D | -17.1% | +12.6% | -29.8% | -22.4% |
| 3M | -13.2% | +36.4% | -49.6% | -27.6% |
| 6M | +97.4% | +66.8% | +30.6% | +47.1% |
| YTD | +25.8% | +13.5% | +12.3% | +14.3% |
| 1Y | +4.2% | +11.3% | -7.1% | -4.8% |
| 3Y | +91.3% | +92.1% | -0.7% | +15.5% |
| 5Y | -24.4% | -71.0% | +46.6% | +0.7% |
| All | +8.6% | -61.3% | +69.9% | +20.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling