+164.6%
DOCN vs STT
+186.7%
-22.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.6% | +2.7% |
| 7D | +1.1% | +0.5% | +0.7% | +0.8% |
| 30D | -9.6% | +3.9% | -13.5% | -12.0% |
| 3M | -37.7% | +20.0% | -57.6% | -45.4% |
| 6M | +115.2% | +55.3% | +59.9% | +56.7% |
| YTD | +133.7% | +53.3% | +80.4% | +71.0% |
| 1Y | +250.2% | +74.7% | +175.5% | +133.9% |
| 3Y | +320.3% | +205.8% | +114.5% | +93.9% |
| 5Y | +53.1% | +145.0% | -91.9% | -25.3% |
| All | +164.6% | +186.7% | -22.1% | +30.7% |
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