+62.8%
DOCS vs STLD
+121.5%
-58.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.0% | +9.4% | +6.7% |
| 7D | +1.2% | -3.9% | +5.2% | +1.7% |
| 30D | +21.3% | -0.4% | +21.7% | +21.3% |
| 3M | +58.4% | -9.2% | +67.6% | +60.2% |
| 6M | +39.3% | +5.0% | +34.3% | +36.9% |
| YTD | -21.7% | +42.8% | -64.5% | -28.2% |
| 1Y | -47.3% | +60.1% | -107.4% | -53.1% |
| All | +62.8% | +121.5% | -58.8% | +36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling