+86.7%
SRE vs DOCU
+112.5%
-25.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.7% |
| 7D | +1.8% | +4.1% | -2.3% | +1.6% |
| 30D | -3.0% | +7.4% | -10.3% | -3.3% |
| 3M | -7.3% | +26.0% | -33.3% | -8.2% |
| 6M | -11.9% | +79.2% | -91.1% | -14.3% |
| YTD | -7.9% | +18.1% | -25.9% | -8.7% |
| 1Y | -11.1% | +20.5% | -31.7% | -12.1% |
| 3Y | +24.8% | +96.4% | -71.6% | +19.6% |
| 5Y | +52.4% | -69.5% | +121.9% | +53.1% |
| All | +86.7% | +112.5% | -25.8% | +62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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