+46.6%
SRE vs DOC
-22.1%
+68.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.5% | -3.6% |
| 7D | -7.1% | +6.2% | -13.3% | -9.0% |
| 30D | -0.2% | +6.5% | -6.6% | -2.4% |
| 3M | -4.9% | -6.2% | +1.3% | -3.1% |
| 6M | -14.1% | +25.6% | -39.7% | -21.5% |
| YTD | -7.5% | +32.1% | -39.6% | -17.5% |
| 1Y | -11.0% | +20.3% | -31.3% | -17.7% |
| 3Y | +21.2% | +42.7% | -21.5% | +2.1% |
| 5Y | +46.6% | -22.2% | +68.8% | +60.0% |
| All | +46.6% | -22.1% | +68.7% | +60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling