-31.1%
DOCN vs STRL
+788.2%
-819.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -13.9% | -2.0% | -8.8% |
| 7D | -29.3% | -34.6% | +5.3% | -12.9% |
| 30D | -46.0% | -56.7% | +10.6% | -17.8% |
| 3M | -43.2% | -54.4% | +11.2% | -16.2% |
| 6M | -53.7% | -69.7% | +16.0% | -19.1% |
| YTD | +46.9% | -20.2% | +67.1% | +59.4% |
| 1Y | +54.3% | -40.6% | +94.9% | +88.9% |
| 3Y | +185.5% | +221.7% | -36.1% | +45.9% |
| 5Y | -31.1% | +799.0% | -830.1% | -84.7% |
| All | -31.1% | +788.2% | -819.3% | -84.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling