-37.4%
DOCS vs STLA
-74.0%
+36.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.1% | +6.0% | +1.9% |
| 7D | +0.1% | -13.1% | +13.1% | +4.6% |
| 30D | +8.7% | -13.3% | +21.9% | +13.5% |
| 3M | +32.9% | -27.9% | +60.7% | +46.7% |
| 6M | +25.5% | -47.8% | +73.4% | +52.6% |
| YTD | -25.0% | -64.6% | +39.5% | +3.6% |
| 1Y | -34.9% | -64.0% | +29.1% | -10.9% |
| 3Y | +39.3% | -76.8% | +116.2% | +110.0% |
| 5Y | -54.8% | -74.2% | +19.3% | -39.6% |
| All | -37.4% | -74.0% | +36.7% | -13.2% |
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