+66.4%
DOCN vs STLA
-63.1%
+129.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -4.5% | -11.3% | -13.9% |
| 7D | -29.3% | -5.5% | -23.7% | -27.4% |
| 30D | -46.0% | -3.7% | -42.3% | -45.4% |
| 3M | -43.2% | -21.1% | -22.1% | -37.9% |
| 6M | -53.7% | -38.3% | -15.4% | -43.9% |
| YTD | +46.9% | -59.2% | +106.2% | +108.3% |
| 1Y | +54.3% | -56.7% | +111.0% | +109.1% |
| 3Y | +185.5% | -74.3% | +259.9% | +397.6% |
| 5Y | -31.1% | -70.2% | +39.1% | -5.5% |
| All | +66.4% | -63.1% | +129.5% | +103.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling