+66.4%
DOCN vs SRE
+48.9%
+17.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -3.7% | -12.2% | -14.6% |
| 7D | -29.3% | -7.1% | -22.2% | -27.3% |
| 30D | -46.0% | -0.2% | -45.9% | -45.9% |
| 3M | -43.2% | -4.9% | -38.3% | -42.2% |
| 6M | -53.7% | -14.1% | -39.6% | -51.4% |
| YTD | +46.9% | -7.5% | +54.5% | +50.1% |
| 1Y | +54.3% | -11.0% | +65.3% | +59.8% |
| 3Y | +185.5% | +21.2% | +164.3% | +147.4% |
| 5Y | -31.1% | +46.6% | -77.7% | -35.1% |
| All | +66.4% | +48.9% | +17.4% | +48.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling