+196.4%
DOCN vs STT
+164.8%
+31.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -4.7% | -11.1% | -11.2% |
| 7D | -29.3% | -4.9% | -24.4% | -25.2% |
| 30D | -46.0% | -6.0% | -40.0% | -41.9% |
| 3M | -43.2% | -11.7% | -31.5% | -35.3% |
| 6M | -53.7% | +11.7% | -65.4% | -57.5% |
| YTD | +46.9% | +30.4% | +16.5% | +15.6% |
| 1Y | +54.3% | +43.9% | +10.4% | +10.5% |
| All | +196.4% | +164.8% | +31.6% | +29.4% |
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