+52.6%
DOCS vs SRE
+18.5%
+34.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.6% |
| 7D | -0.8% | -9.2% | +8.4% | +1.2% |
| 30D | +17.4% | -1.9% | +19.3% | +17.8% |
| 3M | +57.4% | -6.5% | +63.9% | +59.3% |
| 6M | +26.5% | -15.2% | +41.8% | +30.9% |
| YTD | -26.6% | -9.5% | -17.1% | -26.4% |
| 1Y | -48.1% | -13.2% | -34.8% | -47.1% |
| 3Y | +52.6% | +19.5% | +33.1% | +22.5% |
| All | +52.6% | +18.5% | +34.2% | +22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling