-50.3%
DOCS vs STLA
-62.6%
+12.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.3% | -4.0% | -3.2% |
| 7D | -1.4% | +2.6% | -4.0% | -2.3% |
| 30D | +21.8% | -1.2% | +23.1% | +22.0% |
| 3M | +27.3% | -24.8% | +52.1% | +39.1% |
| 6M | -0.3% | -25.6% | +25.2% | +7.5% |
| YTD | -40.5% | -48.9% | +8.5% | -26.6% |
| 1Y | -61.5% | -38.8% | -22.8% | -56.3% |
| 3Y | +8.2% | -64.5% | +72.7% | +40.1% |
| 5Y | -73.4% | -62.4% | -11.0% | -68.0% |
| All | -50.3% | -62.6% | +12.3% | -38.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling