+97.7%
DOCN vs STRL
+1,291.9%
-1,194.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -21.5% | +14.3% | +3.2% |
| 7D | -20.0% | -27.1% | +7.0% | -7.8% |
| 30D | -38.8% | -45.8% | +7.0% | -18.5% |
| 3M | -34.8% | -47.6% | +12.8% | -12.0% |
| 6M | -22.8% | -46.4% | +23.6% | +0.5% |
| YTD | +74.6% | -7.4% | +82.0% | +76.8% |
| 1Y | +116.4% | -25.9% | +142.3% | +138.4% |
| 3Y | +239.3% | +273.4% | -34.1% | +77.4% |
| 5Y | -20.2% | +944.4% | -964.6% | -77.0% |
| All | +97.7% | +1,291.9% | -1,194.2% | -46.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling