+252.3%
DOCN vs STT
+177.9%
+74.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +2.2% | -9.3% | -9.3% |
| 7D | -20.0% | -0.1% | -20.0% | -20.0% |
| 30D | -38.8% | -1.7% | -37.1% | -37.4% |
| 3M | -34.8% | -6.4% | -28.4% | -30.3% |
| 6M | -22.8% | +17.7% | -40.5% | -33.0% |
| YTD | +74.6% | +36.9% | +37.7% | +30.1% |
| 1Y | +116.4% | +52.0% | +64.4% | +46.1% |
| All | +252.3% | +177.9% | +74.3% | +45.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling