+70.5%
DOCN vs STLA
-63.2%
+133.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.6% |
| 7D | -19.2% | -4.5% | -14.6% | -17.5% |
| 30D | -43.1% | -3.9% | -39.2% | -42.3% |
| 3M | -40.7% | -20.2% | -20.5% | -35.6% |
| 6M | -55.0% | -42.2% | -12.8% | -43.7% |
| YTD | +50.6% | -59.3% | +109.9% | +113.7% |
| 1Y | +54.0% | -56.1% | +110.0% | +106.8% |
| 3Y | +203.9% | -73.7% | +277.6% | +419.8% |
| 5Y | -29.4% | -70.3% | +40.9% | -3.0% |
| All | +70.5% | -63.2% | +133.7% | +109.0% |
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