+95.6%
SRE vs DOCU
+80.0%
+15.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.7% | -4.3% | -0.8% |
| 7D | -0.3% | +6.9% | -7.2% | -0.6% |
| 30D | -0.7% | +19.0% | -19.7% | -1.5% |
| 3M | -6.3% | +34.3% | -40.6% | -7.6% |
| 6M | -10.7% | +48.0% | -58.7% | -12.5% |
| YTD | -3.5% | 0.0% | -3.5% | -3.7% |
| 1Y | +5.3% | -10.3% | +15.6% | +5.5% |
| 3Y | +31.8% | +32.4% | -0.6% | +28.4% |
| 5Y | +47.4% | -77.9% | +125.3% | +50.2% |
| All | +95.6% | +80.0% | +15.6% | +71.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling