+26.7%
SRE vs DOC
+43.5%
-16.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.1% | -6.0% | -3.7% |
| 7D | -2.1% | +8.7% | -10.8% | -4.2% |
| 30D | +6.1% | +7.6% | -1.6% | +4.0% |
| 3M | -3.5% | -5.3% | +1.7% | -2.4% |
| 6M | -10.8% | +27.6% | -38.4% | -17.0% |
| YTD | -4.0% | +32.4% | -36.4% | -12.1% |
| 1Y | -7.7% | +22.9% | -30.5% | -13.4% |
| All | +26.7% | +43.5% | -16.8% | +12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling