-31.1%
DOCN vs STT
+97.1%
-128.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -4.7% | -11.1% | -11.9% |
| 7D | -29.3% | -4.9% | -24.4% | -25.8% |
| 30D | -46.0% | -6.0% | -40.0% | -42.5% |
| 3M | -43.2% | -11.7% | -31.5% | -36.3% |
| 6M | -53.7% | +11.7% | -65.4% | -57.1% |
| YTD | +46.9% | +30.4% | +16.5% | +19.4% |
| 1Y | +54.3% | +43.9% | +10.4% | +15.9% |
| 3Y | +185.5% | +165.4% | +20.1% | +34.1% |
| 5Y | -31.1% | +101.0% | -132.1% | -61.9% |
| All | -31.1% | +97.1% | -128.2% | -61.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling