-47.3%
DOCS vs STLA
-53.0%
+5.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.8% | +2.6% | +5.6% |
| 7D | +1.2% | -0.6% | +1.9% | +1.3% |
| 30D | +21.3% | +3.6% | +17.7% | +20.2% |
| 3M | +58.4% | -20.6% | +79.0% | +64.1% |
| 6M | +39.3% | -34.3% | +73.6% | +46.5% |
| YTD | -21.7% | -57.3% | +35.6% | -7.3% |
| 1Y | -47.3% | -52.6% | +5.3% | -42.3% |
| All | -47.3% | -53.0% | +5.7% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 1y: compounded portfolio wealth divided by compounded STLA 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…
1y analysis · Full analysis span regression · 6 months rolling