+70.5%
DOCN vs SRE
+45.8%
+24.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.1% | +4.6% | +3.2% |
| 7D | -19.2% | -9.2% | -10.0% | -16.2% |
| 30D | -43.1% | -1.9% | -41.1% | -42.6% |
| 3M | -40.7% | -6.5% | -34.2% | -39.3% |
| 6M | -55.0% | -15.2% | -39.7% | -52.5% |
| YTD | +50.6% | -9.5% | +60.1% | +54.9% |
| 1Y | +54.0% | -13.2% | +67.2% | +60.8% |
| 3Y | +203.9% | +19.5% | +184.4% | +164.4% |
| 5Y | -29.4% | +43.6% | -72.9% | -33.0% |
| All | +70.5% | +45.8% | +24.7% | +53.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling