+8.9%
DOCS vs STLA
-64.3%
+73.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.3% | -4.0% | -3.0% |
| 7D | -1.4% | +2.6% | -4.0% | -2.0% |
| 30D | +21.8% | -1.2% | +23.1% | +22.0% |
| 3M | +27.3% | -24.8% | +52.1% | +34.5% |
| 6M | -0.3% | -25.6% | +25.2% | +4.5% |
| YTD | -40.5% | -48.9% | +8.5% | -31.8% |
| 1Y | -61.5% | -38.8% | -22.8% | -57.9% |
| All | +8.9% | -64.3% | +73.2% | +17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling