+66.4%
DOCN vs STRL
+1,098.9%
-1,032.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -13.9% | -2.0% | -9.1% |
| 7D | -29.3% | -34.6% | +5.3% | -13.6% |
| 30D | -46.0% | -56.7% | +10.6% | -19.3% |
| 3M | -43.2% | -54.4% | +11.2% | -17.6% |
| 6M | -53.7% | -69.7% | +16.0% | -20.9% |
| YTD | +46.9% | -20.2% | +67.1% | +60.7% |
| 1Y | +54.3% | -40.6% | +94.9% | +88.9% |
| 3Y | +185.5% | +221.7% | -36.1% | +61.3% |
| 5Y | -31.1% | +799.0% | -830.1% | -78.6% |
| All | +66.4% | +1,098.9% | -1,032.6% | -51.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling