+60.1%
DOCN vs SRE
+47.8%
+12.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.4% | +3.0% |
| 7D | +1.1% | -0.3% | +1.5% | +1.2% |
| 30D | -9.6% | -0.7% | -8.9% | -9.6% |
| 3M | -37.7% | -6.3% | -31.4% | -36.4% |
| 6M | +115.2% | -10.7% | +125.9% | +123.3% |
| YTD | +133.7% | -3.5% | +137.2% | +134.7% |
| 1Y | +250.2% | +5.3% | +244.9% | +238.2% |
| 3Y | +320.3% | +31.8% | +288.5% | +240.5% |
| All | +60.1% | +47.8% | +12.3% | +40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling