+54.3%
DOCN vs STLA
-55.9%
+110.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -4.5% | -11.3% | -16.0% |
| 7D | -29.3% | -5.5% | -23.7% | -29.4% |
| 30D | -46.0% | -3.7% | -42.3% | -46.0% |
| 3M | -43.2% | -21.1% | -22.1% | -43.9% |
| 6M | -53.7% | -38.3% | -15.4% | -54.5% |
| YTD | +46.9% | -59.2% | +106.2% | +37.7% |
| 1Y | +54.3% | -56.7% | +111.0% | +41.5% |
| All | +54.3% | -55.9% | +110.2% | +41.5% |
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