+1,499.2%
SRE vs DOC
+619.0%
+880.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.1% | -6.0% | -3.9% |
| 7D | -2.1% | +8.7% | -10.8% | -4.7% |
| 30D | +6.1% | +7.6% | -1.6% | +3.5% |
| 3M | -3.5% | -5.3% | +1.7% | -2.1% |
| 6M | -10.8% | +27.6% | -38.4% | -18.2% |
| YTD | -4.0% | +32.4% | -36.4% | -13.3% |
| 1Y | -7.7% | +22.9% | -30.5% | -14.7% |
| 3Y | +25.9% | +43.1% | -17.2% | +9.4% |
| 5Y | +52.3% | -21.4% | +73.6% | +58.3% |
| 10Y | +122.6% | +16.8% | +105.8% | +102.0% |
| All | +1,499.2% | +619.0% | +880.2% | +829.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling