+54.0%
DOCN vs SRE
-12.9%
+66.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.1% | +4.6% | +3.1% |
| 7D | -19.2% | -9.2% | -10.0% | -17.2% |
| 30D | -43.1% | -1.9% | -41.1% | -42.4% |
| 3M | -40.7% | -6.5% | -34.2% | -39.5% |
| 6M | -55.0% | -15.2% | -39.7% | -53.1% |
| YTD | +50.6% | -9.5% | +60.1% | +55.3% |
| 1Y | +54.0% | -13.2% | +67.2% | +61.1% |
| All | +54.0% | -12.9% | +66.8% | +61.1% |
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