+91.0%
DOCN vs STLA
-64.5%
+155.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.0% | -3.1% | -4.2% |
| 7D | +19.1% | -13.8% | +32.9% | +18.4% |
| 30D | -21.0% | -10.5% | -10.5% | -21.2% |
| 3M | -34.7% | -28.9% | -5.9% | -35.8% |
| 6M | -45.8% | -49.7% | +4.0% | -47.3% |
| YTD | +79.4% | -64.9% | +144.3% | +66.9% |
| 1Y | +91.0% | -64.0% | +155.0% | +74.6% |
| All | +91.0% | -64.5% | +155.5% | +74.6% |
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