-11.0%
SRE vs DOC
+21.7%
-32.7%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.5% | -3.7% |
| 7D | -7.1% | +6.2% | -13.3% | -7.7% |
| 30D | -0.2% | +6.5% | -6.6% | -0.9% |
| 3M | -4.9% | -6.2% | +1.3% | -4.5% |
| 6M | -14.1% | +25.6% | -39.7% | -15.4% |
| YTD | -7.5% | +32.1% | -39.6% | -9.9% |
| 1Y | -11.0% | +20.3% | -31.3% | -11.2% |
| All | -11.0% | +21.7% | -32.7% | -11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling