+70.5%
DOCN vs STT
+144.3%
-73.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.4% |
| 7D | -19.2% | -2.5% | -16.7% | -17.3% |
| 30D | -43.1% | -5.0% | -38.1% | -40.2% |
| 3M | -40.7% | -10.5% | -30.2% | -34.9% |
| 6M | -55.0% | +10.0% | -65.0% | -57.4% |
| YTD | +50.6% | +30.7% | +19.9% | +25.2% |
| 1Y | +54.0% | +43.8% | +10.2% | +19.6% |
| 3Y | +203.9% | +168.1% | +35.8% | +56.4% |
| 5Y | -29.4% | +101.4% | -130.8% | -60.0% |
| All | +70.5% | +144.3% | -73.8% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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