+164.6%
DOCN vs STLA
-53.8%
+218.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.3% | +1.5% | +2.2% |
| 7D | +1.1% | +2.6% | -1.5% | 0.0% |
| 30D | -9.6% | -1.2% | -8.4% | -9.6% |
| 3M | -37.7% | -24.8% | -12.9% | -29.8% |
| 6M | +115.2% | -25.6% | +140.8% | +140.2% |
| YTD | +133.7% | -48.9% | +182.7% | +203.3% |
| 1Y | +250.2% | -38.8% | +288.9% | +301.6% |
| 3Y | +320.3% | -64.5% | +384.8% | +526.3% |
| 5Y | +53.1% | -62.4% | +115.5% | +90.8% |
| All | +164.6% | -53.8% | +218.4% | +196.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling