-35.6%
DOCN vs STRL
+779.4%
-815.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.5% | -1.0% | +0.7% |
| 7D | -19.2% | -26.9% | +7.8% | -6.1% |
| 30D | -43.1% | -52.7% | +9.6% | -17.1% |
| 3M | -40.7% | -52.8% | +12.1% | -14.1% |
| 6M | -55.0% | -71.5% | +16.5% | -19.0% |
| YTD | +50.6% | -17.4% | +68.1% | +60.8% |
| 1Y | +54.0% | -35.0% | +88.9% | +80.8% |
| 3Y | +203.9% | +239.2% | -35.3% | +52.8% |
| All | -35.6% | +779.4% | -815.0% | -84.5% |
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