+116.4%
DOCN vs SRE
-7.5%
+123.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -2.9% | -4.3% | -6.7% |
| 7D | -20.0% | -2.1% | -17.9% | -19.7% |
| 30D | -38.8% | +6.1% | -44.8% | -39.4% |
| 3M | -34.8% | -3.5% | -31.3% | -34.4% |
| 6M | -22.8% | -10.8% | -12.0% | -20.8% |
| YTD | +74.6% | -4.0% | +78.6% | +77.3% |
| 1Y | +116.4% | -7.7% | +124.1% | +123.0% |
| All | +116.4% | -7.5% | +123.9% | +123.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 1y: compounded portfolio wealth divided by compounded SRE 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…
1y analysis · Full analysis span regression · 6 months rolling