-37.4%
DOCS vs STLD
+300.9%
-338.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -7.6% | +3.3% | -2.5% |
| 7D | -1.3% | -12.5% | +11.1% | +1.7% |
| 30D | +19.4% | -6.8% | +26.2% | +21.2% |
| 3M | +53.4% | -16.4% | +69.8% | +59.3% |
| 6M | +28.8% | -6.1% | +34.9% | +28.8% |
| YTD | -25.1% | +32.0% | -57.0% | -32.6% |
| 1Y | -48.1% | +45.5% | -93.7% | -54.7% |
| 3Y | +51.4% | +106.5% | -55.1% | +15.2% |
| 5Y | -51.1% | +267.2% | -318.3% | -71.1% |
| All | -37.4% | +300.9% | -338.3% | -61.9% |
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