+105.1%
DOCN vs SRE
+45.9%
+59.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.2% | +9.8% | +9.7% |
| 7D | +3.7% | -5.6% | +9.4% | +6.1% |
| 30D | -33.7% | -4.5% | -29.2% | -32.5% |
| 3M | -27.9% | -7.7% | -20.2% | -25.8% |
| 6M | -46.4% | -14.4% | -32.0% | -43.7% |
| YTD | +81.1% | -9.4% | +90.5% | +86.3% |
| 1Y | +74.3% | -13.8% | +88.1% | +82.5% |
| 3Y | +245.8% | +22.2% | +223.7% | +197.8% |
| 5Y | -23.7% | +50.5% | -74.2% | -26.7% |
| All | +105.1% | +45.9% | +59.1% | +84.6% |
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