+250.2%
DOCN vs SRE
+4.7%
+245.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.4% | +2.8% |
| 7D | +1.1% | -0.3% | +1.5% | +1.2% |
| 30D | -9.6% | -0.7% | -8.9% | -9.5% |
| 3M | -37.7% | -6.3% | -31.4% | -37.3% |
| 6M | +115.2% | -10.7% | +125.9% | +119.1% |
| YTD | +133.7% | -3.5% | +137.2% | +137.0% |
| 1Y | +250.2% | +5.3% | +244.9% | +273.8% |
| All | +250.2% | +4.7% | +245.5% | +273.8% |
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