-37.4%
DOCS vs STLA
-70.1%
+32.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.5% | +0.2% | -2.8% |
| 7D | -1.3% | -5.5% | +4.2% | +0.6% |
| 30D | +19.4% | -3.7% | +23.1% | +20.5% |
| 3M | +53.4% | -21.1% | +74.5% | +64.6% |
| 6M | +28.8% | -38.3% | +67.1% | +47.8% |
| YTD | -25.1% | -59.2% | +34.2% | -1.0% |
| 1Y | -48.1% | -56.7% | +8.5% | -33.4% |
| 3Y | +51.4% | -74.3% | +125.7% | +123.1% |
| 5Y | -51.1% | -70.2% | +19.1% | -37.5% |
| All | -37.4% | -70.1% | +32.7% | -17.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling