+250.2%
DOCN vs STRL
+76.3%
+173.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.8% | -2.9% | -0.4% |
| 7D | +1.1% | +3.4% | -2.3% | -0.8% |
| 30D | -9.6% | -9.2% | -0.4% | -4.6% |
| 3M | -37.7% | -51.0% | +13.4% | -10.5% |
| 6M | +115.2% | +15.8% | +99.4% | +94.3% |
| YTD | +133.7% | +58.9% | +74.9% | +85.5% |
| 1Y | +250.2% | +68.5% | +181.6% | +166.2% |
| All | +250.2% | +76.3% | +173.9% | +166.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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