-38.3%
DOCS vs SRE
-14.1%
-24.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.6% |
| 7D | -0.6% | -8.2% | +7.6% | -4.1% |
| 30D | +6.3% | -3.6% | +9.9% | +4.7% |
| 3M | +26.5% | -6.3% | +32.7% | +23.2% |
| 6M | +24.8% | -13.0% | +37.8% | +17.6% |
| YTD | -26.8% | -9.2% | -17.6% | -29.5% |
| 1Y | -38.3% | -13.1% | -25.2% | -39.9% |
| All | -38.3% | -14.1% | -24.2% | -39.9% |
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