-23.7%
DOCN vs SEI
+864.7%
-888.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +4.7% | +4.9% | +8.4% |
| 7D | +3.7% | +12.4% | -8.7% | +0.9% |
| 30D | -33.7% | -18.3% | -15.4% | -30.5% |
| 3M | -27.9% | +10.4% | -38.3% | -29.8% |
| 6M | -46.4% | -12.9% | -33.6% | -45.4% |
| YTD | +81.1% | +41.8% | +39.3% | +67.7% |
| 1Y | +74.3% | +30.3% | +44.0% | +63.2% |
| 3Y | +245.8% | +697.3% | -451.5% | +122.2% |
| 5Y | -23.7% | +877.0% | -900.7% | -53.6% |
| All | -23.7% | +864.7% | -888.4% | -53.6% |
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