+97.7%
DOCN vs STT
+155.9%
-58.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +2.2% | -9.3% | -8.8% |
| 7D | -20.0% | -0.1% | -20.0% | -20.0% |
| 30D | -38.8% | -1.7% | -37.1% | -37.6% |
| 3M | -34.8% | -6.4% | -28.4% | -31.2% |
| 6M | -22.8% | +17.7% | -40.5% | -30.8% |
| YTD | +74.6% | +36.9% | +37.7% | +39.4% |
| 1Y | +116.4% | +52.0% | +64.4% | +60.5% |
| 3Y | +239.3% | +178.6% | +60.8% | +68.6% |
| 5Y | -20.2% | +109.1% | -129.3% | -56.6% |
| All | +97.7% | +155.9% | -58.2% | +6.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling