+14.4%
SNOW vs DOCU
-59.8%
+74.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.6% |
| 7D | -14.5% | -3.7% | -10.8% | -12.8% |
| 30D | -14.3% | +15.0% | -29.2% | -20.6% |
| 3M | -8.3% | +39.9% | -48.2% | -24.4% |
| 6M | +101.5% | +66.2% | +35.4% | +50.3% |
| YTD | +32.5% | +17.7% | +14.8% | +18.1% |
| 1Y | +9.5% | +13.7% | -4.2% | -1.1% |
| 3Y | +93.7% | +95.9% | -2.2% | +15.9% |
| 5Y | -18.6% | -71.7% | +53.1% | +9.5% |
| All | +14.4% | -59.8% | +74.3% | +24.1% |
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 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