-52.3%
DOCS vs STLD
+303.7%
-356.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.0% | +9.4% | +7.0% |
| 7D | +1.2% | -3.9% | +5.2% | +2.1% |
| 30D | +21.3% | -0.4% | +21.7% | +21.3% |
| 3M | +58.4% | -9.2% | +67.6% | +61.1% |
| 6M | +39.3% | +5.0% | +34.3% | +35.8% |
| YTD | -21.7% | +42.8% | -64.5% | -30.4% |
| 1Y | -47.3% | +60.1% | -107.4% | -54.7% |
| 3Y | +58.2% | +123.5% | -65.3% | +19.7% |
| 5Y | -52.3% | +302.0% | -354.3% | -72.2% |
| All | -52.3% | +303.7% | -356.0% | -72.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling