-22.3%
SEI vs DOC
+27.8%
-50.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.9% | +3.1% | -20.0% | -15.3% |
| 7D | -16.4% | +8.7% | -25.2% | -12.7% |
| 30D | -22.9% | +7.6% | -30.5% | -19.4% |
| 3M | -0.3% | -5.3% | +5.0% | +0.8% |
| 6M | -22.3% | +27.6% | -49.9% | -24.0% |
| All | -22.3% | +27.8% | -50.2% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 6mo: compounded portfolio wealth divided by compounded DOC 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…
6mo analysis · Full analysis span regression · 6 months rolling