-38.7%
DOCS vs SRE
+37.0%
-75.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.5% |
| 7D | -0.8% | -9.2% | +8.4% | +1.5% |
| 30D | +17.4% | -1.9% | +19.3% | +17.9% |
| 3M | +57.4% | -6.5% | +63.9% | +59.5% |
| 6M | +26.5% | -15.2% | +41.8% | +31.2% |
| YTD | -26.6% | -9.5% | -17.1% | -26.0% |
| 1Y | -48.1% | -13.2% | -34.8% | -46.9% |
| 3Y | +52.6% | +19.5% | +33.1% | +36.0% |
| 5Y | -52.1% | +43.6% | -95.7% | -55.9% |
| All | -38.7% | +37.0% | -75.7% | -44.3% |
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 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