-50.3%
DOCS vs STLD
+336.3%
-386.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -2.4% |
| 7D | -1.4% | +3.1% | -4.6% | -2.2% |
| 30D | +21.8% | -9.0% | +30.8% | +24.3% |
| 3M | +27.3% | -12.4% | +39.7% | +30.6% |
| 6M | -0.3% | +25.5% | -25.8% | -7.6% |
| YTD | -40.5% | +43.6% | -84.1% | -47.4% |
| 1Y | -61.5% | +87.2% | -148.7% | -68.7% |
| 3Y | +8.2% | +135.2% | -127.1% | -20.5% |
| 5Y | -73.4% | +290.9% | -364.3% | -84.1% |
| All | -50.3% | +336.3% | -386.6% | -70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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