-35.6%
DOCN vs SEI
+706.3%
-741.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +14.3% | -11.8% | -1.1% |
| 7D | -19.2% | -18.3% | -0.9% | -15.2% |
| 30D | -43.1% | -24.4% | -18.6% | -39.1% |
| 3M | -40.7% | +1.5% | -42.2% | -41.0% |
| 6M | -55.0% | -25.1% | -29.8% | -52.4% |
| YTD | +50.6% | +26.4% | +24.2% | +43.4% |
| 1Y | +54.0% | +8.9% | +45.0% | +49.7% |
| 3Y | +203.9% | +586.7% | -382.8% | +101.0% |
| All | -35.6% | +706.3% | -741.9% | -57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling