+32.8%
SNOW vs DOCU
-65.9%
+98.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.7% | -9.1% | -7.4% |
| 7D | +2.8% | +6.9% | -4.1% | -0.9% |
| 30D | +6.4% | +19.0% | -12.6% | -3.7% |
| 3M | +38.1% | +34.3% | +3.8% | +15.5% |
| 6M | +100.4% | +48.0% | +52.4% | +60.9% |
| YTD | +53.7% | 0.0% | +53.7% | +50.6% |
| 1Y | +52.0% | -10.3% | +62.2% | +55.2% |
| 3Y | +114.7% | +32.4% | +82.3% | +60.5% |
| 5Y | +8.8% | -77.9% | +86.7% | +67.7% |
| All | +32.8% | -65.9% | +98.7% | +58.3% |
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