-51.1%
DOCS vs SRE
+47.2%
-98.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.7% | -0.6% | -3.4% |
| 7D | -1.3% | -7.1% | +5.7% | +0.4% |
| 30D | +19.4% | -0.2% | +19.6% | +19.3% |
| 3M | +53.4% | -4.9% | +58.3% | +54.9% |
| 6M | +28.8% | -14.1% | +42.8% | +33.2% |
| YTD | -25.1% | -7.5% | -17.5% | -24.9% |
| 1Y | -48.1% | -11.0% | -37.2% | -47.4% |
| 3Y | +51.4% | +21.2% | +30.1% | +33.9% |
| 5Y | -51.1% | +46.6% | -97.7% | -51.1% |
| All | -51.1% | +47.2% | -98.3% | -51.1% |
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