+17.1%
SNPS vs DOCN
+54.1%
-37.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.8% | -8.2% | -6.1% |
| 7D | -11.0% | +1.1% | -12.2% | -11.3% |
| 30D | -1.7% | -9.6% | +7.9% | +0.2% |
| 3M | -20.4% | -37.7% | +17.3% | -12.4% |
| 6M | -8.6% | +115.2% | -123.8% | -29.9% |
| YTD | -16.2% | +133.7% | -149.9% | -37.5% |
| 1Y | -34.6% | +250.2% | -284.7% | -56.8% |
| 3Y | -14.5% | +320.3% | -334.8% | -49.7% |
| All | +17.1% | +54.1% | -37.0% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 5y: compounded portfolio wealth divided by compounded DOCN 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…
5y analysis · Full analysis span regression · 6 months rolling