+105.9%
SRE vs DOC
+15.7%
+90.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.4% |
| 7D | -9.2% | +6.5% | -15.6% | -11.7% |
| 30D | -1.9% | +9.2% | -11.1% | -5.8% |
| 3M | -6.5% | -2.5% | -4.1% | -5.8% |
| 6M | -15.2% | +7.1% | -22.3% | -18.3% |
| YTD | -9.5% | +33.0% | -42.4% | -22.1% |
| 1Y | -13.2% | +23.3% | -36.5% | -22.7% |
| 3Y | +19.5% | +44.9% | -25.5% | -4.2% |
| 5Y | +43.6% | -21.6% | +65.2% | +53.8% |
| All | +105.9% | +15.7% | +90.2% | +78.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling