+60.1%
DOCN vs STT
+145.1%
-85.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.6% | +2.7% |
| 7D | +1.1% | +0.5% | +0.7% | +0.7% |
| 30D | -9.6% | +3.9% | -13.5% | -12.2% |
| 3M | -37.7% | +20.0% | -57.6% | -46.0% |
| 6M | +115.2% | +55.3% | +59.9% | +52.1% |
| YTD | +133.7% | +53.3% | +80.4% | +66.0% |
| 1Y | +250.2% | +74.7% | +175.5% | +125.0% |
| 3Y | +320.3% | +205.8% | +114.5% | +78.0% |
| All | +60.1% | +145.1% | -85.0% | -29.5% |
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