+250.2%
DOCN vs STLA
-38.0%
+288.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.3% | +1.5% | +2.7% |
| 7D | +1.1% | +2.6% | -1.5% | +0.9% |
| 30D | -9.6% | -1.2% | -8.4% | -9.4% |
| 3M | -37.7% | -24.8% | -12.9% | -35.4% |
| 6M | +115.2% | -25.6% | +140.8% | +120.8% |
| YTD | +133.7% | -48.9% | +182.7% | +156.3% |
| 1Y | +250.2% | -38.8% | +288.9% | +228.4% |
| All | +250.2% | -38.0% | +288.2% | +228.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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