+94.6%
SRE vs DOCU
+111.8%
-17.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -2.9% |
| 7D | -2.1% | -3.7% | +1.6% | -2.0% |
| 30D | +6.1% | +15.0% | -8.9% | +5.5% |
| 3M | -3.5% | +39.9% | -43.4% | -4.9% |
| 6M | -10.8% | +66.2% | -76.9% | -12.9% |
| YTD | -4.0% | +17.7% | -21.7% | -4.9% |
| 1Y | -7.7% | +13.7% | -21.3% | -8.4% |
| 3Y | +25.9% | +95.9% | -70.0% | +20.6% |
| 5Y | +52.3% | -71.7% | +123.9% | +53.5% |
| All | +94.6% | +111.8% | -17.2% | +69.5% |
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