+91.0%
DOCN vs SRE
-11.2%
+102.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.7% | -4.9% | -4.4% |
| 7D | +19.1% | +1.8% | +17.3% | +18.5% |
| 30D | -21.0% | -3.0% | -18.0% | -20.1% |
| 3M | -34.7% | -7.3% | -27.5% | -33.6% |
| 6M | -45.8% | -11.9% | -33.9% | -44.2% |
| YTD | +79.4% | -7.9% | +87.3% | +84.6% |
| 1Y | +91.0% | -11.1% | +102.2% | +97.3% |
| All | +91.0% | -11.2% | +102.2% | +97.3% |
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