-13.2%
SRE vs DOCU
+10.1%
-23.3%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -2.3% |
| 7D | -9.2% | -5.5% | -3.6% | -9.8% |
| 30D | -1.9% | +12.6% | -14.5% | -0.4% |
| 3M | -6.5% | +36.4% | -42.9% | -2.8% |
| 6M | -15.2% | +66.8% | -82.0% | -9.8% |
| YTD | -9.5% | +13.5% | -22.9% | -6.6% |
| 1Y | -13.2% | +11.3% | -24.5% | -10.6% |
| All | -13.2% | +10.1% | -23.3% | -10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling