+120.0%
SRE vs DD
+67.0%
+53.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | -0.7% | -2.9% | +2.2% | +0.1% |
| 30D | -1.7% | -11.5% | +9.8% | +1.5% |
| 3M | -7.1% | -5.4% | -1.7% | -5.9% |
| 6M | -8.4% | -6.9% | -1.5% | -7.3% |
| YTD | -3.5% | +6.9% | -10.4% | -6.5% |
| 1Y | +5.4% | +35.6% | -30.2% | -5.2% |
| 3Y | +29.5% | +42.5% | -13.0% | +12.4% |
| 5Y | +48.3% | +58.5% | -10.2% | +21.8% |
| All | +120.0% | +67.0% | +53.0% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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