+84.2%
DOCN vs SEI
+494.5%
-410.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +8.4% | -0.3% | +6.0% |
| 7D | -12.8% | -4.3% | -8.5% | -12.0% |
| 30D | -41.9% | -18.0% | -23.9% | -39.2% |
| 3M | -36.9% | +8.2% | -45.2% | -38.2% |
| 6M | -52.2% | -13.9% | -38.4% | -51.1% |
| YTD | +62.7% | +37.0% | +25.7% | +52.2% |
| 1Y | +58.2% | +24.5% | +33.7% | +49.9% |
| 3Y | +219.5% | +681.1% | -461.6% | +109.2% |
| 5Y | -32.9% | +787.5% | -820.3% | -57.9% |
| All | +84.2% | +494.5% | -410.3% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 SEI 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