+66.4%
DOCN vs SEI
+380.0%
-313.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -12.3% | -3.6% | -12.8% |
| 7D | -29.3% | -26.9% | -2.4% | -23.8% |
| 30D | -46.0% | -36.6% | -9.5% | -39.8% |
| 3M | -43.2% | -8.9% | -34.3% | -41.8% |
| 6M | -53.7% | -33.0% | -20.8% | -49.6% |
| YTD | +46.9% | +10.6% | +36.3% | +45.1% |
| 1Y | +54.3% | -4.7% | +59.0% | +55.5% |
| 3Y | +185.5% | +487.9% | -302.4% | +99.7% |
| 5Y | -31.1% | +615.7% | -646.8% | -54.3% |
| All | +66.4% | +380.0% | -313.7% | +12.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling