-38.7%
DOCS vs STRL
+1,041.4%
-1,080.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.5% | -5.5% | -2.5% |
| 7D | -0.8% | -26.9% | +26.1% | +2.6% |
| 30D | +17.4% | -52.7% | +70.1% | +28.8% |
| 3M | +57.4% | -52.8% | +110.2% | +71.7% |
| 6M | +26.5% | -71.5% | +98.0% | +45.8% |
| YTD | -26.6% | -17.4% | -9.1% | -36.9% |
| 1Y | -48.1% | -35.0% | -13.1% | -52.7% |
| 3Y | +52.6% | +239.2% | -186.6% | -18.6% |
| 5Y | -52.1% | +830.2% | -882.3% | -84.9% |
| All | -38.7% | +1,041.4% | -1,080.1% | -81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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